## Warning: package 'Quandl' was built under R version 4.1.3

Introduction

For one of my machine learning classes we had a project that consumed financial data. I have extended that project to use machine learning to see if an indicator, or predictor, can be found that identifies market tops that occur prior to recessions. Then I use the model to build a trading strategy and backtest it to see how it performs.

Get Economic and Financial Data

Acquiring the data consists of two steps. First the code pulls the data into zoo objects which are then collapsed into a single data frame (df.data). Features are extracted from these series and added to the df.data data frame.

Sample call to pull economic data

Data is pulled from several sources include FRED, yahoo, and Google. The code below shows an example that pulls in the consumer price index (CPI) from the FRED. I pull data using quantmod, Quandl, and some manual extractions stored in spreadsheets.

# Consumer Price Index for All Urban Consumers: All Items
if (bRefresh == TRUE) {
  getSymbols("CPIAUCSL", src = "FRED", auto.assign = TRUE)
}
## [1] "CPIAUCSL"
## [1] "CPIAUCSL"
## [1] "USREC"
## [1] "UNRATE"
## [1] "PCEPI"
## [1] "CCSA"
## [1] "CCNSA"
## [1] "NPPTTL"
## [1] "CEU0500000001"
## [1] "U6RATE"
## [1] "PAYNSA"
## [1] "TABSHNO"
## [1] "HNONWPDPI"
## [1] "INDPRO"
## [1] "RRSFS"
## [1] "RSALES"
## [1] "W875RX1"
## [1] "RPI"
## [1] "PCOPPUSDM"
## [1] "NOBL"
## [1] "SCHD"
## [1] "PFF"
## [1] "HPI"
## [1] "GSFTX"
## [1] "LFMIX"
## [1] "LFMCX"
## [1] "LFMAX"
## [1] "LCSIX"
## [1] "BSV"
## [1] "VBIRX"
## [1] "BIV"
## [1] "VFSUX"
## [1] "LTUIX"
## [1] "PTTPX"
## [1] "NERYX"
## [1] "STIGX"
## [1] "HLGAX"
## [1] "FTRGX"
## [1] "THIIX"
## [1] "PTTRX"
## [1] "BFIGX"
## [1] "VTWO"
## [1] "EIFAX"
## [1] "ASDAX"
## Warning: ASDAX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "TRBUX"
## [1] "PRVIX"
## [1] "PRWCX"
## [1] "ADOZX"
## [1] "MERFX"
## [1] "CMNIX"
## [1] "CIHEX"
## [1] "IMPCH"
## [1] "EXPCH"
## [1] "IMPMX"
## [1] "EXPMX"
## [1] "HSN1FNSA"
## [1] "HNFSUSNSA"
## [1] "BUSLOANS"
## [1] "TOTCI"
## [1] "BUSLOANSNSA"
## [1] "REALLNNSA"
## [1] "REALLN"
## [1] "RELACBW027NBOG"
## [1] "RELACBW027SBOG"
## [1] "RREACBM027NBOG"
## [1] "RREACBM027SBOG"
## [1] "RREACBW027SBOG"
## [1] "RREACBW027NBOG"
## [1] "MORTGAGE30US"
## [1] "CONSUMERNSA"
## [1] "TOTLLNSA"
## [1] "DPSACBW027SBOG"
## [1] "DRCLACBS"
## [1] "TOTCINSA"
## [1] "SRPSABSNNCB"
## [1] "ASTLL"
## [1] "FBDILNECA"
## [1] "ASOLAL"
## [1] "ASTMA"
## [1] "ASHMA"
## [1] "ASMRMA"
## [1] "ASCMA"
## [1] "ASFMA"
## [1] "CCLBSHNO"
## [1] "FBDSILQ027S"
## [1] "FBLL"
## [1] "NCBDBIQ027S"
## [1] "DGS10"
## [1] "^TNX"
## Warning: ^TNX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## Warning: CL=F contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "DGS30"
## [1] "DGS1"
## [1] "DGS2"
## [1] "TB3MS"
## [1] "DTB3"
## [1] "^IRX"
## Warning: ^IRX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "DCOILWTICO"
## [1] "DCOILBRENTEU"
## [1] "NEWORDER"
## [1] "ALTSALES"
## [1] "ICSA"
## [1] "^GSPC"
## [1] "FXAIX"
## [1] "FTIHX"
## [1] "MDIZX"
## [1] "DODIX"
## [1] "^RLG"
## Warning: ^RLG contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "^DJI"
## [1] "^STOXX50E"
## Warning: ^STOXX50E contains missing values. Some functions will not work if
## objects contain missing values in the middle of the series. Consider using
## na.omit(), na.approx(), na.fill(), etc to remove or replace them.
## [1] "EFA"
## [1] "GDP"
## [1] "FNDEFX"
## [1] "FDEFX"
## [1] "GDPNOW"
## [1] "GDPC1"
## [1] "GDPDEF"
## [1] "VIG"
## [1] "WLRRAL"
## [1] "FEDFUNDS"
## [1] "GPDI"
## [1] "W790RC1Q027SBEA"
## [1] "MZMV"
## [1] "M1"
## [1] "M2"
## [1] "OPHNFB"
## [1] "IPMAN"
## [1] "IWD"
## [1] "GS5"
## [1] "PSAVERT"
## [1] "VIXCLS"
## [1] "VXX"
## [1] "HOUST1F"
## [1] "GFDEBTN"
## [1] "HOUST"
## [1] "HOUSTNSA"
## [1] "EXHOSLUSM495S"
## [1] "MSPUS"
## [1] "UMDMNO"
## [1] "DGORDER"
## [1] "CSUSHPINSA"
## [1] "GFDEGDQ188S"
## [1] "FYFSD"
## [1] "FYFSGDA188S"
## [1] "GDX"
## [1] "XLE"
## [1] "GSG"
## [1] "WALCL"
## [1] "OUTMS"
## [1] "MANEMP"
## [1] "PRS30006163"
## [1] "BAMLC0A3CA"
## [1] "AAA"
## [1] "SOFR"
## [1] "SOFRVOL"
## [1] "SOFR99"
## [1] "SOFR75"
## [1] "SOFR25"
## [1] "SOFR1"
## [1] "OBFR"
## [1] "OBFR99"
## [1] "OBFR75"
## [1] "OBFR25"
## [1] "OBFR1"
## [1] "RPONTSYD"
## [1] "IOER"
## [1] "WRESBAL"
## [1] "EXCSRESNW"
## [1] "ECBASSETS"
## [1] "EUNNGDP"
## [1] "CEU0600000007"
## [1] "CURRENCY"
## [1] "WCURRNS"
## [1] "BOGMBASE"
## [1] "PRS88003193"
## [1] "PPIACO"
## [1] "PCUOMFGOMFG"
## [1] "POPTHM"
## [1] "POPTHM"
## [1] "CLF16OV"
## [1] "LNU01000000"
## [1] "LNU03000000"
## [1] "UNEMPLOY"
## [1] "RSAFS"
## [1] "FRGSHPUSM649NCIS"
## [1] "BOPGTB"
## [1] "TERMCBPER24NS"
## [1] "A065RC1A027NBEA"
## [1] "PI"
## [1] "PCE"
## [1] "A053RC1Q027SBEA"
## [1] "CPROFIT"
## [1] "SPY"
## [1] "MDY"
## [1] "EES"
## [1] "IJR"
## [1] "VGSTX"
## [1] "VFINX"
## [1] "VOE"
## [1] "VOT"
## [1] "TMFGX"
## Warning: TMFGX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "IWM"
## [1] "ONEQ"
## [1] "FSMAX"
## [1] "FXNAX"
## [1] "HAINX"
## [1] "HNACX"
## [1] "VEU"
## [1] "VEIRX"
## [1] "BIL"
## [1] "IVOO"
## [1] "VO"
## [1] "CZA"
## [1] "VYM"
## [1] "ACWI"
## [1] "SLY"
## Warning: SLY contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "QQQ"
## [1] "HYMB"
## [1] "GOLD"
## [1] "BKR"
## [1] "SLB"
## [1] "HAL"
## [1] "IP"
## [1] "PKG"
## [1] "UPS"
## [1] "FDX"
## [1] "T"
## [1] "VZ"

Load up the EIA data

Load rig count data

The Baker Hughes rig count numbers

USDA data

Loading in farm data

## Warning in read_fun(path = enc2native(normalizePath(path)), sheet_i = sheet, :
## Expecting numeric in E3 / R3C5: got a date
## New names:
## * `` -> ...1
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * ...
## Warning: NAs introduced by coercion

Loading in Silverblatt’s S&P 500 spreadsheet starting with the quarterly data.

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...5
## * `` -> ...6
## * `` -> ...7

Now load in the estimates

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * `` -> ...6
## * ...

Covid 19 Data

Get the Covid-19 data from JHU

## Rows: 919308 Columns: 15
## -- Column specification ------------------------------------------------------------------------------------------------
## Delimiter: ","
## chr  (8): province, country, type, iso2, iso3, combined_key, continent_name,...
## dbl  (6): lat, long, cases, uid, code3, population
## date (1): date
## 
## i Use `spec()` to retrieve the full column specification for this data.
## i Specify the column types or set `show_col_types = FALSE` to quiet this message.
## Downloading GitHub repo RamiKrispin/coronavirus@master
##   
  
  
v  checking for file 'C:\Users\Rainy\AppData\Local\Temp\RtmpOIRB7R\remotes25485a1341d6\RamiKrispin-coronavirus-b286a3c/DESCRIPTION'
## 
  
  
  
-  preparing 'coronavirus': (7.9s)
##    checking DESCRIPTION meta-information ...
  
   checking DESCRIPTION meta-information ... 
  
v  checking DESCRIPTION meta-information
## 
  
  
  
-  checking for LF line-endings in source and make files and shell scripts
## 
  
  
  
-  checking for empty or unneeded directories
## 
  
  
  
-  building 'coronavirus_0.3.32.tar.gz'
## 
  
   
## 
## Caught an warning!
## <simpleWarning: package 'coronavirus' is in use and will not be installed>
## `summarise()` has grouped output by 'country'. You can override using the
## `.groups` argument.

## Warning: Removed 3 row(s) containing missing values (geom_path).

Feature Extraction

With the raw data downloaded, some of the interesting features can be extracted. The first step is reconcile the time intervals. Some of the data is released monthly and some daily. I chose to interpolate all data to a daily interval. The first section of code adds the daily rows to the dataframe.

The code performs interpolation for continuous data or carries it forward for binary data like the recession indicators.

source("calcInterpolate.r")
df.data <- calcInterpolate(df.symbols)
## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

Truncate data

Create aggregate series

Some analysis requires that two or more series be combined. For example, normallizing debt by GDP to get a sense of the proportion of debt to the total economy helps understand the debt cycle.

Year over year, smoothed derivative, and log trends tend to smooth out seasonal variation. It gets used so often that I do this for every series downloaded.

source("calcFeatures.r")
lst.df <- calcFeatures(df.data, df.symbols)
## [1] "USREC has zero or negative values. Log series will be zero."
## [1] "GSFTX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMIX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMCX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMAX.Volume has zero or negative values. Log series will be zero."
## [1] "LCSIX.Volume has zero or negative values. Log series will be zero."
## [1] "VBIRX.Volume has zero or negative values. Log series will be zero."
## [1] "VFSUX.Volume has zero or negative values. Log series will be zero."
## [1] "LTUIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTPX.Volume has zero or negative values. Log series will be zero."
## [1] "NERYX.Volume has zero or negative values. Log series will be zero."
## [1] "STIGX.Volume has zero or negative values. Log series will be zero."
## [1] "HLGAX.Volume has zero or negative values. Log series will be zero."
## [1] "FTRGX.Volume has zero or negative values. Log series will be zero."
## [1] "THIIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTRX.Volume has zero or negative values. Log series will be zero."
## [1] "BFIGX.Volume has zero or negative values. Log series will be zero."
## [1] "EIFAX.Volume has zero or negative values. Log series will be zero."
## [1] "ASDAX.Volume has zero or negative values. Log series will be zero."
## [1] "TRBUX.Volume has zero or negative values. Log series will be zero."
## [1] "PRVIX.Volume has zero or negative values. Log series will be zero."
## [1] "PRWCX.Volume has zero or negative values. Log series will be zero."
## [1] "ADOZX.Volume has zero or negative values. Log series will be zero."
## [1] "MERFX.Volume has zero or negative values. Log series will be zero."
## [1] "CMNIX.Volume has zero or negative values. Log series will be zero."
## [1] "CIHEX.Volume has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB has zero or negative values. Log series will be zero."
## [1] "TNX.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Open has zero or negative values. Log series will be zero."
## [1] "CLF.Low has zero or negative values. Log series will be zero."
## [1] "CLF.Close has zero or negative values. Log series will be zero."
## [1] "CLF.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Adjusted has zero or negative values. Log series will be zero."
## [1] "DTB3 has zero or negative values. Log series will be zero."
## [1] "IRX.Open has zero or negative values. Log series will be zero."
## [1] "IRX.High has zero or negative values. Log series will be zero."
## [1] "IRX.Low has zero or negative values. Log series will be zero."
## [1] "IRX.Close has zero or negative values. Log series will be zero."
## [1] "IRX.Volume has zero or negative values. Log series will be zero."
## [1] "IRX.Adjusted has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO has zero or negative values. Log series will be zero."
## [1] "GSPC.Volume has zero or negative values. Log series will be zero."
## [1] "FXAIX.Volume has zero or negative values. Log series will be zero."
## [1] "FTIHX.Volume has zero or negative values. Log series will be zero."
## [1] "MDIZX.Volume has zero or negative values. Log series will be zero."
## [1] "DODIX.Volume has zero or negative values. Log series will be zero."
## [1] "RLG.Volume has zero or negative values. Log series will be zero."
## [1] "STOXX50E.Volume has zero or negative values. Log series will be zero."
## [1] "GDPNOW has zero or negative values. Log series will be zero."
## [1] "W790RC1Q027SBEA has zero or negative values. Log series will be zero."
## [1] "VXX.Volume has zero or negative values. Log series will be zero."
## [1] "FYFSD has zero or negative values. Log series will be zero."
## [1] "FYFSGDA188S has zero or negative values. Log series will be zero."
## [1] "SOFR25 has zero or negative values. Log series will be zero."
## [1] "SOFR1 has zero or negative values. Log series will be zero."
## [1] "RPONTSYD has zero or negative values. Log series will be zero."
## [1] "BOPGTB has zero or negative values. Log series will be zero."
## [1] "EES.Volume has zero or negative values. Log series will be zero."
## [1] "VGSTX.Volume has zero or negative values. Log series will be zero."
## [1] "VFINX.Volume has zero or negative values. Log series will be zero."
## [1] "TMFGX.Volume has zero or negative values. Log series will be zero."
## [1] "FSMAX.Volume has zero or negative values. Log series will be zero."
## [1] "FXNAX.Volume has zero or negative values. Log series will be zero."
## [1] "HAINX.Volume has zero or negative values. Log series will be zero."
## [1] "HNACX.Volume has zero or negative values. Log series will be zero."
## [1] "VEIRX.Volume has zero or negative values. Log series will be zero."
## [1] "IVOO.Volume has zero or negative values. Log series will be zero."
## [1] "VO.Volume has zero or negative values. Log series will be zero."
## [1] "CZA.Volume has zero or negative values. Log series will be zero."
## [1] "SLY.Volume has zero or negative values. Log series will be zero."
## [1] "HYMB.Volume has zero or negative values. Log series will be zero."
## [1] "GOLD.Volume has zero or negative values. Log series will be zero."
## [1] "BKR.Open has zero or negative values. Log series will be zero."
## [1] "BKR.Volume has zero or negative values. Log series will be zero."
## [1] "HAL.Open has zero or negative values. Log series will be zero."
## [1] "HAL.Volume has zero or negative values. Log series will be zero."
## [1] "IP.Open has zero or negative values. Log series will be zero."
## [1] "T.Open has zero or negative values. Log series will be zero."
## [1] "OPEARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "AREARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "OCCEquityVolume has zero or negative values. Log series will be zero."
## [1] "OCCNonEquityVolume has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA.by.GDP has zero or negative values. Log series will be zero."
## [1] "EXPCH.minus.IMPCH has zero or negative values. Log series will be zero."
## [1] "EXPMX.minus.IMPMX has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB.by.GDP has zero or negative values. Log series will be zero."
## [1] "DGS30TO10 has zero or negative values. Log series will be zero."
## [1] "DGS10TO1 has zero or negative values. Log series will be zero."
## [1] "DGS10TO2 has zero or negative values. Log series will be zero."
## [1] "DGS10TOTB3MS has zero or negative values. Log series will be zero."
## [1] "DGS10TODTB3 has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO.by.PPIACO has zero or negative values. Log series will be zero."
## [1] "GSPC.DailySwing has zero or negative values. Log series will be zero."
df.data <- lst.df[[1]]
df.symbols <- lst.df[[2]]

Recession calculations

Summary calculations

These values are used below

Conclusion

In this worksheet a model predicting the onset of recession was built. From the model a trading rule was derived to allow backtesting. The model performed well and the trading rule backtesting showed that applying this in the post-WWII period would have resulted in an increase in returns. That is not too bad, but there are a few changes that would likely improve the model:

Market Conditions

#The model is predicting a `r paste(sprintf("%3.0f", tail(df.data$recession.initiation.smooth.avg,1)[[1]]*100), "%", sep="")` chance of recession in the next 12 months. :

#- P/E ratio of `r sprintf("%3.2f", tail(df.data$MULTPLSP500PERATIOMONTH,1))` compares to a historical mean value over the last decade of `r sprintf("%3.2f", df.data$MULTPLSP500PERATIOMONTH_Mean[1])`. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.
  • S&P 500 Volume, last updated on 2025-06-27, is positive over the last year and positive over the last month.

Unemployment

  • Headline unemployment (U-3) stands at 4.20% (last updated on 2025-05-01) which is near the 1-year average of 4.15% and rising with respect to the low in the last twelve months of 4.00%. Unlikely the rate will drop again.

  • Payrolls (BLS data, NSA) year-over-year stands at 1.31% which is above the 1-year average of 1.19% and falling with respect to the peak, in the last twelve months, of 1.45%.

  • Jobless claims (ICSA data) year-over-year stands at -0.24% (last updated on 2025-06-21) which is in-line with the 1-year average of 3.93% and below the peak, in the last twelve months, of 22.83%.
## Warning: Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

Personal Income

  • Real personal income year over year growth stands at 1.55% (last updated on 2025-05-01). This is below the recent peak of 2.50%.

Yield Curve and Bond Market

  • The 10-year to 3-month yield stands at 0.05% (last updated on 2025-06-26). This is above the recent low of -1.31%. The trend is negative over the last year and negative over the last month.
## Warning: Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

  • Auto sales flat?

Auxillary Series

I explored additional data series. The sections below have those data series along with comments.

Recent Highs

Print out the new 180 day high values

df.symbolsTrue <-
  df.symbols[df.symbols$'Max180' == TRUE, c("string.symbol", "string.description")]
df.symbolsTrue <-
  df.symbolsTrue[!(is.na(df.symbolsTrue$string.symbol)), ]
df.symbolsTrue <-
  df.symbolsTrue[!(df.symbolsTrue$string.symbol == 'USREC'), ]
#print(head(df.symbolsTrue,20))

kable(df.symbolsTrue, caption = "6-Month High") %>%
  kable_styling(bootstrap_options = c("striped", "hover"))  
6-Month High
string.symbol string.description
1 CPIAUCSL Consumer Price Index for All Urban Consumers: All Items
3 UNRATE Civilian Unemployment Rate U-3
4 PCEPI Personal Consumption Expenditures: Chain-type Price Index
5 CCSA Continued Claims (Insured Unemployment)
7 NPPTTL Total Nonfarm Private Payroll Employment (ADP)
8 CEU0500000001 All Employees, Total Private (NSA)
10 PAYNSA All Employees: Total Nonfarm Payrolls (NSA)
15 RSALES Real Retail Sales (DISCONTINUED)
56 HNFSUSNSA New One Family Houses for Sale in the United States (Monthly, NSA)
57 BUSLOANS Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
58 TOTCI Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
59 BUSLOANSNSA Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
60 REALLNNSA Real Estate Loans, All Commercial Banks (Monthly, NSA)
61 REALLN Real Estate Loans, All Commercial Banks (Monthly, SA)
64 RREACBM027NBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
65 RREACBM027SBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
66 RREACBW027SBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
67 RREACBW027NBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
70 TOTLLNSA Loans and Leases in Bank Credit, All Commercial Banks
72 DRCLACBS Delinquency Rate on Consumer Loans, All Commercial Banks, SA
73 TOTCINSA Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
74 SRPSABSNNCB Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
75 ASTLL All sectors; total loans; liability, Level (NSA)
76 FBDILNECA Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
77 ASOLAL All sectors; other loans and advances; liability, Level (NSA)
78 ASTMA All sectors; total mortgages; asset, Level (NSA)
79 ASHMA All sectors; home mortgages; asset, Level (NSA)
80 ASMRMA All sectors; multifamily residential mortgages; asset, Level (NSA)
81 ASCMA All sectors; commercial mortgages; asset, Level (NSA)
82 ASFMA All sectors; farm mortgages; asset, Level (NSA)
84 FBDSILQ027S Domestic financial sectors debt securities; liability, Level (NSA)
85 FBLL Domestic financial sectors loans; liability, Level (NSA)
86 NCBDBIQ027S Nonfinancial corporate business; debt securities; liability, Level
93 TB3MS 3-Month Treasury Bill: Secondary Market Rate (Monthly)
98 NEWORDER Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
110 GDP Gross Domestic Product
111 FNDEFX Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
113 GDPNOW Fed Atlanta GDPNow
115 GDPDEF Gross Domestic Product: Implicit Price Deflator
119 GPDI Gross Private Domestic Investment
120 W790RC1Q027SBEA Net domestic investment: Private: Domestic busines
121 MZMV Velocity of MZM Money Stock
122 M1 M1 Money Stock
123 M2 M2 Money Stock
137 UMDMNO Manufacturers’ New Orders: Durable Goods (NSA)
138 DGORDER Manufacturers’ New Orders: Durable Goods (SA)
139 CSUSHPINSA S&P/Case-Shiller U.S. National Home Price Index (NSA)
141 FYFSD Federal Surplus or Deficit
142 FYFSGDA188S Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
147 OUTMS Manufacturing Sector: Real Output
149 PRS30006163 Manufacturing Sector: Real Output Per Person
151 AAA Moody’s Seasoned Aaa Corporate Bond Yield
158 OBFR Overnight Bank Funding Rate
160 OBFR75 Overnight Bank Funding Rate: 75th Percentile
162 OBFR1 Overnight Bank Funding Rate: 1st Percentile
164 IOER Interest Rate on Excess Reserves
166 EXCSRESNW Excess Reserves of Depository Institutions
167 ECBASSETS Central Bank Assets for Euro Area (11-19 Countries)
168 EUNNGDP Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
169 CEU0600000007 Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing
170 CURRENCY Currency Component of M1 (Seasonally Adjusted)
175 PCUOMFGOMFG Producer Price Index by Industry: Total Manufacturing Industries
176 POPTHM Population (U.S.)
177 POPTHM Population (U.S.)
181 UNEMPLOY Unemployment Level, seasonally adjusted
184 BOPGTB Trade Balance: Goods, Balance of Payments Basis (SA)
186 A065RC1A027NBEA Personal income (NSA)
227 PETA103600001M U.S. Total Gasoline Retail Sales by Refiners, Monthly
228 PETA123600001M U.S. Regular Gasoline Retail Sales by Refiners, Monthly
229 PETA143B00001M U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
230 PETA133B00001M U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
233 TOTALNGNRPUSM Natural Gas Rotary Rigs in Operation, Monthly
234 BKRTotal Total Rig Count
235 BKRGas Gas Rig Count
236 BKROil Oil Rig Count
237 FARMINCOME Net Farm Income
238 OPEARNINGSPERSHARE Operating Earnings per Share
239 AREARNINGSPERSHARE As-Reported Earnings per Share
240 CASHDIVIDENDSPERSHR Cash Dividends per Share
241 SALESPERSHR Sales per Share
242 BOOKVALPERSHR Book value per Share
243 CAPEXPERSHR Cap ex per Share
244 PRICE Price
245 OPEARNINGSTTM TTM Operating Earnings
246 AREARNINGSTTM TTM Reported Earnings
247 FINRAMarginDebt Margin Debt
248 FINRAFreeCreditMargin Free Credit Balances in Customers’ Securities Margin Accounts
249 OCCEquityVolume Equity Options Volume
250 OCCNonEquityVolume Non-Equity Options Volume
254 BUSLOANS.by.GDP Business Loans Normalized by GDP
257 BUSLOANSNSA.by.GDP Business Loans Normalized by GDP
258 TOTCI.by.GDP Business Loans (Weekly, SA) Normalized by GDP
259 TOTCINSA.by.GDP Business Loans (Weekly, NSA) Normalized by GDP
268 RREACBM027NBOG.by.GDP Residental Real Estate Loans (Monthly, NSA) divided by GDP
269 RREACBM027SBOG.by.GDP Residental Real Estate Loans (Monthly, SA) divided by GDP
270 RREACBW027SBOG.by.GDP Residental Real Estate Loans (Weekly, SA) divided by GDP
271 RREACBW027NBOG.by.GDP Residental Real Estate Loans (Weekly, NSA) divided by GDP
272 UMDMNO.by.GDP Durable Goods (Monthly, NSA) divided by GDP
273 DGORDER.by.GDP Durable Goods (Monthly, NSA) divided by GDP
279 TOTLNNSA Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
280 TOTLNNSA.by.GDP Total Loans Not Seasonally Adjusted divided by GDP
287 EXPCH.minus.IMPCH U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
289 SRPSABSNNCB.by.GDP Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
291 ASFMA.by.GDP All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
292 ASFMA.by.ASTLL All sectors; total loans Divided by farm mortgages
299 DGS30TO10 Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
306 UNEMPLOYBYPOPTHM Unemployment level, seasonally adjusted / Population
320 GSPC.Open.by.GDPDEF S&P 500 (^GSPC) Open divided by GDP deflator
321 GSPC.Close.by.GDPDEF S&P 500 (^GSPC) Close divided by GDP deflator
322 HNFSUSNSA.minus.HSN1FNSA Houses for sale - houses sold
325 MSPUS.times.HNFSUSNSA New privately owned 1-family units for sale times median price
334 CPIAUCSL_Log Log of Consumer Price Index for All Urban Consumers: All Items
335 CPIAUCSL_mva365 Consumer Price Index for All Urban Consumers: All Items 365 Day MA
336 CPIAUCSL_mva200 Consumer Price Index for All Urban Consumers: All Items 200 Day MA
337 CPIAUCSL_mva050 Consumer Price Index for All Urban Consumers: All Items 50 Day MA
338 USREC_YoY NBER based Recession Indicators Year over Year
339 USREC_YoY4 NBER based Recession Indicators 4 Year over 4 Year
340 USREC_YoY5 NBER based Recession Indicators 5 Year over 5 Year
341 USREC_Smooth Savitsky-Golay Smoothed (p=3, n=365) NBER based Recession Indicators
342 USREC_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) NBER based Recession Indicators
343 USREC_SmoothDer Derivative of Smoothed NBER based Recession Indicators
344 USREC_Log Log of NBER based Recession Indicators
345 USREC_mva365 NBER based Recession Indicators 365 Day MA
346 USREC_mva200 NBER based Recession Indicators 200 Day MA
347 USREC_mva050 NBER based Recession Indicators 50 Day MA
349 UNRATE_YoY4 Civilian Unemployment Rate U-3 4 Year over 4 Year
351 UNRATE_Smooth Savitsky-Golay Smoothed (p=3, n=365) Civilian Unemployment Rate U-3
353 UNRATE_SmoothDer Derivative of Smoothed Civilian Unemployment Rate U-3
354 UNRATE_Log Log of Civilian Unemployment Rate U-3
355 UNRATE_mva365 Civilian Unemployment Rate U-3 365 Day MA
356 UNRATE_mva200 Civilian Unemployment Rate U-3 200 Day MA
357 UNRATE_mva050 Civilian Unemployment Rate U-3 50 Day MA
364 PCEPI_Log Log of Personal Consumption Expenditures: Chain-type Price Index
365 PCEPI_mva365 Personal Consumption Expenditures: Chain-type Price Index 365 Day MA
366 PCEPI_mva200 Personal Consumption Expenditures: Chain-type Price Index 200 Day MA
367 PCEPI_mva050 Personal Consumption Expenditures: Chain-type Price Index 50 Day MA
371 CCSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Continued Claims (Insured Unemployment)
373 CCSA_SmoothDer Derivative of Smoothed Continued Claims (Insured Unemployment)
374 CCSA_Log Log of Continued Claims (Insured Unemployment)
375 CCSA_mva365 Continued Claims (Insured Unemployment) 365 Day MA
376 CCSA_mva200 Continued Claims (Insured Unemployment) 200 Day MA
377 CCSA_mva050 Continued Claims (Insured Unemployment) 50 Day MA
379 CCNSA_YoY4 Continued Claims (Insured Unemployment, NSA) 4 Year over 4 Year
385 CCNSA_mva365 Continued Claims (Insured Unemployment, NSA) 365 Day MA
388 NPPTTL_YoY Total Nonfarm Private Payroll Employment (ADP) Year over Year
394 NPPTTL_Log Log of Total Nonfarm Private Payroll Employment (ADP)
395 NPPTTL_mva365 Total Nonfarm Private Payroll Employment (ADP) 365 Day MA
396 NPPTTL_mva200 Total Nonfarm Private Payroll Employment (ADP) 200 Day MA
397 NPPTTL_mva050 Total Nonfarm Private Payroll Employment (ADP) 50 Day MA
401 CEU0500000001_Smooth Savitsky-Golay Smoothed (p=3, n=365) All Employees, Total Private (NSA)
403 CEU0500000001_SmoothDer Derivative of Smoothed All Employees, Total Private (NSA)
404 CEU0500000001_Log Log of All Employees, Total Private (NSA)
405 CEU0500000001_mva365 All Employees, Total Private (NSA) 365 Day MA
407 CEU0500000001_mva050 All Employees, Total Private (NSA) 50 Day MA
409 U6RATE_YoY4 Total unemployed + margin + part-time U-6 4 Year over 4 Year
413 U6RATE_SmoothDer Derivative of Smoothed Total unemployed + margin + part-time U-6
415 U6RATE_mva365 Total unemployed + margin + part-time U-6 365 Day MA
416 U6RATE_mva200 Total unemployed + margin + part-time U-6 200 Day MA
421 PAYNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) All Employees: Total Nonfarm Payrolls (NSA)
423 PAYNSA_SmoothDer Derivative of Smoothed All Employees: Total Nonfarm Payrolls (NSA)
424 PAYNSA_Log Log of All Employees: Total Nonfarm Payrolls (NSA)
425 PAYNSA_mva365 All Employees: Total Nonfarm Payrolls (NSA) 365 Day MA
426 PAYNSA_mva200 All Employees: Total Nonfarm Payrolls (NSA) 200 Day MA
427 PAYNSA_mva050 All Employees: Total Nonfarm Payrolls (NSA) 50 Day MA
433 TABSHNO_SmoothDer Derivative of Smoothed Households and nonprofit organizations; total assets, Level
443 HNONWPDPI_SmoothDer Derivative of Smoothed Household Net Worth, percent Dispsable Income
455 INDPRO_mva365 Industrial Production Index 365 Day MA
456 INDPRO_mva200 Industrial Production Index 200 Day MA
465 RRSFS_mva365 Real Retail and Food Services Sales 365 Day MA
468 RSALES_YoY Real Retail Sales (DISCONTINUED) Year over Year
469 RSALES_YoY4 Real Retail Sales (DISCONTINUED) 4 Year over 4 Year
470 RSALES_YoY5 Real Retail Sales (DISCONTINUED) 5 Year over 5 Year
474 RSALES_Log Log of Real Retail Sales (DISCONTINUED)
475 RSALES_mva365 Real Retail Sales (DISCONTINUED) 365 Day MA
476 RSALES_mva200 Real Retail Sales (DISCONTINUED) 200 Day MA
477 RSALES_mva050 Real Retail Sales (DISCONTINUED) 50 Day MA
485 W875RX1_mva365 Real personal income excluding current transfer receipts 365 Day MA
486 W875RX1_mva200 Real personal income excluding current transfer receipts 200 Day MA
495 RPI_mva365 Real personal income 365 Day MA
496 RPI_mva200 Real personal income 200 Day MA
501 PCOPPUSDM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Global price of Copper
503 PCOPPUSDM_SmoothDer Derivative of Smoothed Global price of Copper
506 PCOPPUSDM_mva200 Global price of Copper 200 Day MA
515 NOBL.Open_mva365 365 Day MA
525 NOBL.High_mva365 365 Day MA
535 NOBL.Low_mva365 365 Day MA
545 NOBL.Close_mva365 365 Day MA
565 NOBL.Adjusted_mva365 365 Day MA
575 SCHD.Open_mva365 365 Day MA
585 SCHD.High_mva365 365 Day MA
605 SCHD.Close_mva365 365 Day MA
615 SCHD.Volume_mva365 365 Day MA
616 SCHD.Volume_mva200 200 Day MA
625 SCHD.Adjusted_mva365 365 Day MA
685 PFF.Adjusted_mva365 365 Day MA
745 HPI.Adjusted_mva365 365 Day MA
751 GSFTX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
755 GSFTX.Open_mva365 365 Day MA
761 GSFTX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
765 GSFTX.High_mva365 365 Day MA
771 GSFTX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
775 GSFTX.Low_mva365 365 Day MA
781 GSFTX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
785 GSFTX.Close_mva365 365 Day MA
788 GSFTX.Volume_YoY Year over Year
789 GSFTX.Volume_YoY4 4 Year over 4 Year
790 GSFTX.Volume_YoY5 5 Year over 5 Year
791 GSFTX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
792 GSFTX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
793 GSFTX.Volume_SmoothDer Derivative of Smoothed
794 GSFTX.Volume_Log Log of
795 GSFTX.Volume_mva365 365 Day MA
796 GSFTX.Volume_mva200 200 Day MA
797 GSFTX.Volume_mva050 50 Day MA
801 GSFTX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
802 GSFTX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
805 GSFTX.Adjusted_mva365 365 Day MA
813 LFMIX.Open_SmoothDer Derivative of Smoothed
823 LFMIX.High_SmoothDer Derivative of Smoothed
833 LFMIX.Low_SmoothDer Derivative of Smoothed
843 LFMIX.Close_SmoothDer Derivative of Smoothed
848 LFMIX.Volume_YoY Year over Year
849 LFMIX.Volume_YoY4 4 Year over 4 Year
850 LFMIX.Volume_YoY5 5 Year over 5 Year
851 LFMIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
852 LFMIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
853 LFMIX.Volume_SmoothDer Derivative of Smoothed
854 LFMIX.Volume_Log Log of
855 LFMIX.Volume_mva365 365 Day MA
856 LFMIX.Volume_mva200 200 Day MA
857 LFMIX.Volume_mva050 50 Day MA
863 LFMIX.Adjusted_SmoothDer Derivative of Smoothed
873 LFMCX.Open_SmoothDer Derivative of Smoothed
883 LFMCX.High_SmoothDer Derivative of Smoothed
893 LFMCX.Low_SmoothDer Derivative of Smoothed
903 LFMCX.Close_SmoothDer Derivative of Smoothed
908 LFMCX.Volume_YoY Year over Year
909 LFMCX.Volume_YoY4 4 Year over 4 Year
910 LFMCX.Volume_YoY5 5 Year over 5 Year
911 LFMCX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
912 LFMCX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
913 LFMCX.Volume_SmoothDer Derivative of Smoothed
914 LFMCX.Volume_Log Log of
915 LFMCX.Volume_mva365 365 Day MA
916 LFMCX.Volume_mva200 200 Day MA
917 LFMCX.Volume_mva050 50 Day MA
923 LFMCX.Adjusted_SmoothDer Derivative of Smoothed
933 LFMAX.Open_SmoothDer Derivative of Smoothed
943 LFMAX.High_SmoothDer Derivative of Smoothed
953 LFMAX.Low_SmoothDer Derivative of Smoothed
963 LFMAX.Close_SmoothDer Derivative of Smoothed
968 LFMAX.Volume_YoY Year over Year
969 LFMAX.Volume_YoY4 4 Year over 4 Year
970 LFMAX.Volume_YoY5 5 Year over 5 Year
971 LFMAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
972 LFMAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
973 LFMAX.Volume_SmoothDer Derivative of Smoothed
974 LFMAX.Volume_Log Log of
975 LFMAX.Volume_mva365 365 Day MA
976 LFMAX.Volume_mva200 200 Day MA
977 LFMAX.Volume_mva050 50 Day MA
983 LFMAX.Adjusted_SmoothDer Derivative of Smoothed
993 LCSIX.Open_SmoothDer Derivative of Smoothed
1003 LCSIX.High_SmoothDer Derivative of Smoothed
1013 LCSIX.Low_SmoothDer Derivative of Smoothed
1023 LCSIX.Close_SmoothDer Derivative of Smoothed
1028 LCSIX.Volume_YoY Year over Year
1029 LCSIX.Volume_YoY4 4 Year over 4 Year
1030 LCSIX.Volume_YoY5 5 Year over 5 Year
1031 LCSIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1032 LCSIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1033 LCSIX.Volume_SmoothDer Derivative of Smoothed
1034 LCSIX.Volume_Log Log of
1035 LCSIX.Volume_mva365 365 Day MA
1036 LCSIX.Volume_mva200 200 Day MA
1037 LCSIX.Volume_mva050 50 Day MA
1043 LCSIX.Adjusted_SmoothDer Derivative of Smoothed
1051 BSV.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1052 BSV.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1053 BSV.Open_SmoothDer Derivative of Smoothed
1055 BSV.Open_mva365 365 Day MA
1056 BSV.Open_mva200 200 Day MA
1061 BSV.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1062 BSV.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1063 BSV.High_SmoothDer Derivative of Smoothed
1065 BSV.High_mva365 365 Day MA
1066 BSV.High_mva200 200 Day MA
1069 BSV.Low_YoY4 4 Year over 4 Year
1071 BSV.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1072 BSV.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1073 BSV.Low_SmoothDer Derivative of Smoothed
1075 BSV.Low_mva365 365 Day MA
1076 BSV.Low_mva200 200 Day MA
1081 BSV.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1082 BSV.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1083 BSV.Close_SmoothDer Derivative of Smoothed
1085 BSV.Close_mva365 365 Day MA
1086 BSV.Close_mva200 200 Day MA
1095 BSV.Volume_mva365 365 Day MA
1101 BSV.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1102 BSV.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1103 BSV.Adjusted_SmoothDer Derivative of Smoothed
1105 BSV.Adjusted_mva365 365 Day MA
1106 BSV.Adjusted_mva200 200 Day MA
1107 BSV.Adjusted_mva050 50 Day MA
1111 VBIRX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1112 VBIRX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1113 VBIRX.Open_SmoothDer Derivative of Smoothed
1115 VBIRX.Open_mva365 365 Day MA
1116 VBIRX.Open_mva200 200 Day MA
1121 VBIRX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1122 VBIRX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1123 VBIRX.High_SmoothDer Derivative of Smoothed
1125 VBIRX.High_mva365 365 Day MA
1126 VBIRX.High_mva200 200 Day MA
1131 VBIRX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1132 VBIRX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1133 VBIRX.Low_SmoothDer Derivative of Smoothed
1135 VBIRX.Low_mva365 365 Day MA
1136 VBIRX.Low_mva200 200 Day MA
1141 VBIRX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1142 VBIRX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1143 VBIRX.Close_SmoothDer Derivative of Smoothed
1145 VBIRX.Close_mva365 365 Day MA
1146 VBIRX.Close_mva200 200 Day MA
1148 VBIRX.Volume_YoY Year over Year
1149 VBIRX.Volume_YoY4 4 Year over 4 Year
1150 VBIRX.Volume_YoY5 5 Year over 5 Year
1151 VBIRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1152 VBIRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1153 VBIRX.Volume_SmoothDer Derivative of Smoothed
1154 VBIRX.Volume_Log Log of
1155 VBIRX.Volume_mva365 365 Day MA
1156 VBIRX.Volume_mva200 200 Day MA
1157 VBIRX.Volume_mva050 50 Day MA
1161 VBIRX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1162 VBIRX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1163 VBIRX.Adjusted_SmoothDer Derivative of Smoothed
1165 VBIRX.Adjusted_mva365 365 Day MA
1166 VBIRX.Adjusted_mva200 200 Day MA
1167 VBIRX.Adjusted_mva050 50 Day MA
1171 BIV.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1172 BIV.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1173 BIV.Open_SmoothDer Derivative of Smoothed
1175 BIV.Open_mva365 365 Day MA
1181 BIV.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1182 BIV.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1183 BIV.High_SmoothDer Derivative of Smoothed
1185 BIV.High_mva365 365 Day MA
1191 BIV.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1192 BIV.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1193 BIV.Low_SmoothDer Derivative of Smoothed
1195 BIV.Low_mva365 365 Day MA
1201 BIV.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1202 BIV.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1203 BIV.Close_SmoothDer Derivative of Smoothed
1205 BIV.Close_mva365 365 Day MA
1211 BIV.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1215 BIV.Volume_mva365 365 Day MA
1216 BIV.Volume_mva200 200 Day MA
1221 BIV.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1222 BIV.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1223 BIV.Adjusted_SmoothDer Derivative of Smoothed
1225 BIV.Adjusted_mva365 365 Day MA
1226 BIV.Adjusted_mva200 200 Day MA
1227 BIV.Adjusted_mva050 50 Day MA
1231 VFSUX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1232 VFSUX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1233 VFSUX.Open_SmoothDer Derivative of Smoothed
1235 VFSUX.Open_mva365 365 Day MA
1237 VFSUX.Open_mva050 50 Day MA
1241 VFSUX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1242 VFSUX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1243 VFSUX.High_SmoothDer Derivative of Smoothed
1245 VFSUX.High_mva365 365 Day MA
1247 VFSUX.High_mva050 50 Day MA
1251 VFSUX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1252 VFSUX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1253 VFSUX.Low_SmoothDer Derivative of Smoothed
1255 VFSUX.Low_mva365 365 Day MA
1257 VFSUX.Low_mva050 50 Day MA
1261 VFSUX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1262 VFSUX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1263 VFSUX.Close_SmoothDer Derivative of Smoothed
1265 VFSUX.Close_mva365 365 Day MA
1267 VFSUX.Close_mva050 50 Day MA
1268 VFSUX.Volume_YoY Year over Year
1269 VFSUX.Volume_YoY4 4 Year over 4 Year
1270 VFSUX.Volume_YoY5 5 Year over 5 Year
1271 VFSUX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1272 VFSUX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1273 VFSUX.Volume_SmoothDer Derivative of Smoothed
1274 VFSUX.Volume_Log Log of
1275 VFSUX.Volume_mva365 365 Day MA
1276 VFSUX.Volume_mva200 200 Day MA
1277 VFSUX.Volume_mva050 50 Day MA
1281 VFSUX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1282 VFSUX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1283 VFSUX.Adjusted_SmoothDer Derivative of Smoothed
1285 VFSUX.Adjusted_mva365 365 Day MA
1286 VFSUX.Adjusted_mva200 200 Day MA
1287 VFSUX.Adjusted_mva050 50 Day MA
1291 LTUIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1292 LTUIX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1293 LTUIX.Open_SmoothDer Derivative of Smoothed
1295 LTUIX.Open_mva365 365 Day MA
1301 LTUIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1302 LTUIX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1303 LTUIX.High_SmoothDer Derivative of Smoothed
1305 LTUIX.High_mva365 365 Day MA
1311 LTUIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1312 LTUIX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1313 LTUIX.Low_SmoothDer Derivative of Smoothed
1315 LTUIX.Low_mva365 365 Day MA
1321 LTUIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1322 LTUIX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1323 LTUIX.Close_SmoothDer Derivative of Smoothed
1325 LTUIX.Close_mva365 365 Day MA
1328 LTUIX.Volume_YoY Year over Year
1329 LTUIX.Volume_YoY4 4 Year over 4 Year
1330 LTUIX.Volume_YoY5 5 Year over 5 Year
1331 LTUIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1332 LTUIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1333 LTUIX.Volume_SmoothDer Derivative of Smoothed
1334 LTUIX.Volume_Log Log of
1335 LTUIX.Volume_mva365 365 Day MA
1336 LTUIX.Volume_mva200 200 Day MA
1337 LTUIX.Volume_mva050 50 Day MA
1341 LTUIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1342 LTUIX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1343 LTUIX.Adjusted_SmoothDer Derivative of Smoothed
1345 LTUIX.Adjusted_mva365 365 Day MA
1346 LTUIX.Adjusted_mva200 200 Day MA
1347 LTUIX.Adjusted_mva050 50 Day MA
1351 PTTPX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1353 PTTPX.Open_SmoothDer Derivative of Smoothed
1355 PTTPX.Open_mva365 365 Day MA
1361 PTTPX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1363 PTTPX.High_SmoothDer Derivative of Smoothed
1365 PTTPX.High_mva365 365 Day MA
1371 PTTPX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1373 PTTPX.Low_SmoothDer Derivative of Smoothed
1375 PTTPX.Low_mva365 365 Day MA
1381 PTTPX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1383 PTTPX.Close_SmoothDer Derivative of Smoothed
1385 PTTPX.Close_mva365 365 Day MA
1388 PTTPX.Volume_YoY Year over Year
1389 PTTPX.Volume_YoY4 4 Year over 4 Year
1390 PTTPX.Volume_YoY5 5 Year over 5 Year
1391 PTTPX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1392 PTTPX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1393 PTTPX.Volume_SmoothDer Derivative of Smoothed
1394 PTTPX.Volume_Log Log of
1395 PTTPX.Volume_mva365 365 Day MA
1396 PTTPX.Volume_mva200 200 Day MA
1397 PTTPX.Volume_mva050 50 Day MA
1401 PTTPX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1402 PTTPX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1403 PTTPX.Adjusted_SmoothDer Derivative of Smoothed
1405 PTTPX.Adjusted_mva365 365 Day MA
1406 PTTPX.Adjusted_mva200 200 Day MA
1411 NERYX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1413 NERYX.Open_SmoothDer Derivative of Smoothed
1421 NERYX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1423 NERYX.High_SmoothDer Derivative of Smoothed
1431 NERYX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1433 NERYX.Low_SmoothDer Derivative of Smoothed
1441 NERYX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1443 NERYX.Close_SmoothDer Derivative of Smoothed
1448 NERYX.Volume_YoY Year over Year
1449 NERYX.Volume_YoY4 4 Year over 4 Year
1450 NERYX.Volume_YoY5 5 Year over 5 Year
1451 NERYX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1452 NERYX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1453 NERYX.Volume_SmoothDer Derivative of Smoothed
1454 NERYX.Volume_Log Log of
1455 NERYX.Volume_mva365 365 Day MA
1456 NERYX.Volume_mva200 200 Day MA
1457 NERYX.Volume_mva050 50 Day MA
1461 NERYX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1463 NERYX.Adjusted_SmoothDer Derivative of Smoothed
1465 NERYX.Adjusted_mva365 365 Day MA
1466 NERYX.Adjusted_mva200 200 Day MA
1467 NERYX.Adjusted_mva050 50 Day MA
1471 STIGX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1473 STIGX.Open_SmoothDer Derivative of Smoothed
1481 STIGX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1483 STIGX.High_SmoothDer Derivative of Smoothed
1491 STIGX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1493 STIGX.Low_SmoothDer Derivative of Smoothed
1501 STIGX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1503 STIGX.Close_SmoothDer Derivative of Smoothed
1508 STIGX.Volume_YoY Year over Year
1509 STIGX.Volume_YoY4 4 Year over 4 Year
1510 STIGX.Volume_YoY5 5 Year over 5 Year
1511 STIGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1512 STIGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1513 STIGX.Volume_SmoothDer Derivative of Smoothed
1514 STIGX.Volume_Log Log of
1515 STIGX.Volume_mva365 365 Day MA
1516 STIGX.Volume_mva200 200 Day MA
1517 STIGX.Volume_mva050 50 Day MA
1521 STIGX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1523 STIGX.Adjusted_SmoothDer Derivative of Smoothed
1525 STIGX.Adjusted_mva365 365 Day MA
1526 STIGX.Adjusted_mva200 200 Day MA
1531 HLGAX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1533 HLGAX.Open_SmoothDer Derivative of Smoothed
1535 HLGAX.Open_mva365 365 Day MA
1541 HLGAX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1543 HLGAX.High_SmoothDer Derivative of Smoothed
1545 HLGAX.High_mva365 365 Day MA
1551 HLGAX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1553 HLGAX.Low_SmoothDer Derivative of Smoothed
1555 HLGAX.Low_mva365 365 Day MA
1561 HLGAX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1563 HLGAX.Close_SmoothDer Derivative of Smoothed
1565 HLGAX.Close_mva365 365 Day MA
1568 HLGAX.Volume_YoY Year over Year
1569 HLGAX.Volume_YoY4 4 Year over 4 Year
1570 HLGAX.Volume_YoY5 5 Year over 5 Year
1571 HLGAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1572 HLGAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1573 HLGAX.Volume_SmoothDer Derivative of Smoothed
1574 HLGAX.Volume_Log Log of
1575 HLGAX.Volume_mva365 365 Day MA
1576 HLGAX.Volume_mva200 200 Day MA
1577 HLGAX.Volume_mva050 50 Day MA
1581 HLGAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1583 HLGAX.Adjusted_SmoothDer Derivative of Smoothed
1585 HLGAX.Adjusted_mva365 365 Day MA
1586 HLGAX.Adjusted_mva200 200 Day MA
1591 FTRGX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1593 FTRGX.Open_SmoothDer Derivative of Smoothed
1601 FTRGX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1603 FTRGX.High_SmoothDer Derivative of Smoothed
1611 FTRGX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1613 FTRGX.Low_SmoothDer Derivative of Smoothed
1621 FTRGX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1623 FTRGX.Close_SmoothDer Derivative of Smoothed
1628 FTRGX.Volume_YoY Year over Year
1629 FTRGX.Volume_YoY4 4 Year over 4 Year
1630 FTRGX.Volume_YoY5 5 Year over 5 Year
1631 FTRGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1632 FTRGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1633 FTRGX.Volume_SmoothDer Derivative of Smoothed
1634 FTRGX.Volume_Log Log of
1635 FTRGX.Volume_mva365 365 Day MA
1636 FTRGX.Volume_mva200 200 Day MA
1637 FTRGX.Volume_mva050 50 Day MA
1641 FTRGX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1643 FTRGX.Adjusted_SmoothDer Derivative of Smoothed
1645 FTRGX.Adjusted_mva365 365 Day MA
1646 FTRGX.Adjusted_mva200 200 Day MA
1651 THIIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1652 THIIX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1653 THIIX.Open_SmoothDer Derivative of Smoothed
1655 THIIX.Open_mva365 365 Day MA
1661 THIIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1662 THIIX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1663 THIIX.High_SmoothDer Derivative of Smoothed
1665 THIIX.High_mva365 365 Day MA
1671 THIIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1672 THIIX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1673 THIIX.Low_SmoothDer Derivative of Smoothed
1675 THIIX.Low_mva365 365 Day MA
1681 THIIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1682 THIIX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1683 THIIX.Close_SmoothDer Derivative of Smoothed
1685 THIIX.Close_mva365 365 Day MA
1688 THIIX.Volume_YoY Year over Year
1689 THIIX.Volume_YoY4 4 Year over 4 Year
1690 THIIX.Volume_YoY5 5 Year over 5 Year
1691 THIIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1692 THIIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1693 THIIX.Volume_SmoothDer Derivative of Smoothed
1694 THIIX.Volume_Log Log of
1695 THIIX.Volume_mva365 365 Day MA
1696 THIIX.Volume_mva200 200 Day MA
1697 THIIX.Volume_mva050 50 Day MA
1701 THIIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1702 THIIX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1703 THIIX.Adjusted_SmoothDer Derivative of Smoothed
1705 THIIX.Adjusted_mva365 365 Day MA
1706 THIIX.Adjusted_mva200 200 Day MA
1707 THIIX.Adjusted_mva050 50 Day MA
1711 PTTRX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1713 PTTRX.Open_SmoothDer Derivative of Smoothed
1715 PTTRX.Open_mva365 365 Day MA
1721 PTTRX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1723 PTTRX.High_SmoothDer Derivative of Smoothed
1725 PTTRX.High_mva365 365 Day MA
1731 PTTRX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1733 PTTRX.Low_SmoothDer Derivative of Smoothed
1735 PTTRX.Low_mva365 365 Day MA
1741 PTTRX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1743 PTTRX.Close_SmoothDer Derivative of Smoothed
1745 PTTRX.Close_mva365 365 Day MA
1748 PTTRX.Volume_YoY Year over Year
1749 PTTRX.Volume_YoY4 4 Year over 4 Year
1750 PTTRX.Volume_YoY5 5 Year over 5 Year
1751 PTTRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1752 PTTRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1753 PTTRX.Volume_SmoothDer Derivative of Smoothed
1754 PTTRX.Volume_Log Log of
1755 PTTRX.Volume_mva365 365 Day MA
1756 PTTRX.Volume_mva200 200 Day MA
1757 PTTRX.Volume_mva050 50 Day MA
1761 PTTRX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1762 PTTRX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1763 PTTRX.Adjusted_SmoothDer Derivative of Smoothed
1765 PTTRX.Adjusted_mva365 365 Day MA
1766 PTTRX.Adjusted_mva200 200 Day MA
1771 BFIGX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1772 BFIGX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1773 BFIGX.Open_SmoothDer Derivative of Smoothed
1775 BFIGX.Open_mva365 365 Day MA
1781 BFIGX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1782 BFIGX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1783 BFIGX.High_SmoothDer Derivative of Smoothed
1785 BFIGX.High_mva365 365 Day MA
1791 BFIGX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1792 BFIGX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1793 BFIGX.Low_SmoothDer Derivative of Smoothed
1795 BFIGX.Low_mva365 365 Day MA
1801 BFIGX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1802 BFIGX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1803 BFIGX.Close_SmoothDer Derivative of Smoothed
1805 BFIGX.Close_mva365 365 Day MA
1808 BFIGX.Volume_YoY Year over Year
1809 BFIGX.Volume_YoY4 4 Year over 4 Year
1810 BFIGX.Volume_YoY5 5 Year over 5 Year
1811 BFIGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1812 BFIGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1813 BFIGX.Volume_SmoothDer Derivative of Smoothed
1814 BFIGX.Volume_Log Log of
1815 BFIGX.Volume_mva365 365 Day MA
1816 BFIGX.Volume_mva200 200 Day MA
1817 BFIGX.Volume_mva050 50 Day MA
1821 BFIGX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1822 BFIGX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1823 BFIGX.Adjusted_SmoothDer Derivative of Smoothed
1825 BFIGX.Adjusted_mva365 365 Day MA
1826 BFIGX.Adjusted_mva200 200 Day MA
1885 VTWO.Adjusted_mva365 365 Day MA
1928 EIFAX.Volume_YoY Year over Year
1929 EIFAX.Volume_YoY4 4 Year over 4 Year
1930 EIFAX.Volume_YoY5 5 Year over 5 Year
1931 EIFAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1932 EIFAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1933 EIFAX.Volume_SmoothDer Derivative of Smoothed
1934 EIFAX.Volume_Log Log of
1935 EIFAX.Volume_mva365 365 Day MA
1936 EIFAX.Volume_mva200 200 Day MA
1937 EIFAX.Volume_mva050 50 Day MA
1941 EIFAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1944 EIFAX.Adjusted_Log Log of
1945 EIFAX.Adjusted_mva365 365 Day MA
1946 EIFAX.Adjusted_mva200 200 Day MA
1947 EIFAX.Adjusted_mva050 50 Day MA
1951 ASDAX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1952 ASDAX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1953 ASDAX.Open_SmoothDer Derivative of Smoothed
1954 ASDAX.Open_Log Log of
1955 ASDAX.Open_mva365 365 Day MA
1956 ASDAX.Open_mva200 200 Day MA
1957 ASDAX.Open_mva050 50 Day MA
1961 ASDAX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1962 ASDAX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1963 ASDAX.High_SmoothDer Derivative of Smoothed
1964 ASDAX.High_Log Log of
1965 ASDAX.High_mva365 365 Day MA
1966 ASDAX.High_mva200 200 Day MA
1967 ASDAX.High_mva050 50 Day MA
1971 ASDAX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1972 ASDAX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1973 ASDAX.Low_SmoothDer Derivative of Smoothed
1974 ASDAX.Low_Log Log of
1975 ASDAX.Low_mva365 365 Day MA
1976 ASDAX.Low_mva200 200 Day MA
1977 ASDAX.Low_mva050 50 Day MA
1981 ASDAX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1982 ASDAX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1983 ASDAX.Close_SmoothDer Derivative of Smoothed
1984 ASDAX.Close_Log Log of
1985 ASDAX.Close_mva365 365 Day MA
1986 ASDAX.Close_mva200 200 Day MA
1987 ASDAX.Close_mva050 50 Day MA
1988 ASDAX.Volume_YoY Year over Year
1989 ASDAX.Volume_YoY4 4 Year over 4 Year
1990 ASDAX.Volume_YoY5 5 Year over 5 Year
1991 ASDAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1992 ASDAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1993 ASDAX.Volume_SmoothDer Derivative of Smoothed
1994 ASDAX.Volume_Log Log of
1995 ASDAX.Volume_mva365 365 Day MA
1996 ASDAX.Volume_mva200 200 Day MA
1997 ASDAX.Volume_mva050 50 Day MA
2001 ASDAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2002 ASDAX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2003 ASDAX.Adjusted_SmoothDer Derivative of Smoothed
2004 ASDAX.Adjusted_Log Log of
2005 ASDAX.Adjusted_mva365 365 Day MA
2006 ASDAX.Adjusted_mva200 200 Day MA
2007 ASDAX.Adjusted_mva050 50 Day MA
2011 TRBUX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2012 TRBUX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2015 TRBUX.Open_mva365 365 Day MA
2021 TRBUX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2022 TRBUX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2025 TRBUX.High_mva365 365 Day MA
2031 TRBUX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2032 TRBUX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2035 TRBUX.Low_mva365 365 Day MA
2041 TRBUX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2042 TRBUX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2045 TRBUX.Close_mva365 365 Day MA
2048 TRBUX.Volume_YoY Year over Year
2049 TRBUX.Volume_YoY4 4 Year over 4 Year
2050 TRBUX.Volume_YoY5 5 Year over 5 Year
2051 TRBUX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2052 TRBUX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2053 TRBUX.Volume_SmoothDer Derivative of Smoothed
2054 TRBUX.Volume_Log Log of
2055 TRBUX.Volume_mva365 365 Day MA
2056 TRBUX.Volume_mva200 200 Day MA
2057 TRBUX.Volume_mva050 50 Day MA
2061 TRBUX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2062 TRBUX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2065 TRBUX.Adjusted_mva365 365 Day MA
2066 TRBUX.Adjusted_mva200 200 Day MA
2067 TRBUX.Adjusted_mva050 50 Day MA
2108 PRVIX.Volume_YoY Year over Year
2109 PRVIX.Volume_YoY4 4 Year over 4 Year
2110 PRVIX.Volume_YoY5 5 Year over 5 Year
2111 PRVIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2112 PRVIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2113 PRVIX.Volume_SmoothDer Derivative of Smoothed
2114 PRVIX.Volume_Log Log of
2115 PRVIX.Volume_mva365 365 Day MA
2116 PRVIX.Volume_mva200 200 Day MA
2117 PRVIX.Volume_mva050 50 Day MA
2125 PRVIX.Adjusted_mva365 365 Day MA
2131 PRWCX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2132 PRWCX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2133 PRWCX.Open_SmoothDer Derivative of Smoothed
2134 PRWCX.Open_Log Log of
2141 PRWCX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2142 PRWCX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2143 PRWCX.High_SmoothDer Derivative of Smoothed
2144 PRWCX.High_Log Log of
2151 PRWCX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2152 PRWCX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2153 PRWCX.Low_SmoothDer Derivative of Smoothed
2154 PRWCX.Low_Log Log of
2161 PRWCX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2162 PRWCX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2163 PRWCX.Close_SmoothDer Derivative of Smoothed
2164 PRWCX.Close_Log Log of
2168 PRWCX.Volume_YoY Year over Year
2169 PRWCX.Volume_YoY4 4 Year over 4 Year
2170 PRWCX.Volume_YoY5 5 Year over 5 Year
2171 PRWCX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2172 PRWCX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2173 PRWCX.Volume_SmoothDer Derivative of Smoothed
2174 PRWCX.Volume_Log Log of
2175 PRWCX.Volume_mva365 365 Day MA
2176 PRWCX.Volume_mva200 200 Day MA
2177 PRWCX.Volume_mva050 50 Day MA
2181 PRWCX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2182 PRWCX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2184 PRWCX.Adjusted_Log Log of
2185 PRWCX.Adjusted_mva365 365 Day MA
2186 PRWCX.Adjusted_mva200 200 Day MA
2187 PRWCX.Adjusted_mva050 50 Day MA
2191 ADOZX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2192 ADOZX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2195 ADOZX.Open_mva365 365 Day MA
2196 ADOZX.Open_mva200 200 Day MA
2201 ADOZX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2202 ADOZX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2205 ADOZX.High_mva365 365 Day MA
2206 ADOZX.High_mva200 200 Day MA
2211 ADOZX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2212 ADOZX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2215 ADOZX.Low_mva365 365 Day MA
2216 ADOZX.Low_mva200 200 Day MA
2221 ADOZX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2222 ADOZX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2225 ADOZX.Close_mva365 365 Day MA
2226 ADOZX.Close_mva200 200 Day MA
2228 ADOZX.Volume_YoY Year over Year
2229 ADOZX.Volume_YoY4 4 Year over 4 Year
2230 ADOZX.Volume_YoY5 5 Year over 5 Year
2231 ADOZX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2232 ADOZX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2233 ADOZX.Volume_SmoothDer Derivative of Smoothed
2234 ADOZX.Volume_Log Log of
2235 ADOZX.Volume_mva365 365 Day MA
2236 ADOZX.Volume_mva200 200 Day MA
2237 ADOZX.Volume_mva050 50 Day MA
2241 ADOZX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2242 ADOZX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2245 ADOZX.Adjusted_mva365 365 Day MA
2246 ADOZX.Adjusted_mva200 200 Day MA
2249 MERFX.Open_YoY4 4 Year over 4 Year
2251 MERFX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2252 MERFX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2253 MERFX.Open_SmoothDer Derivative of Smoothed
2254 MERFX.Open_Log Log of
2255 MERFX.Open_mva365 365 Day MA
2256 MERFX.Open_mva200 200 Day MA
2257 MERFX.Open_mva050 50 Day MA
2259 MERFX.High_YoY4 4 Year over 4 Year
2261 MERFX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2262 MERFX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2263 MERFX.High_SmoothDer Derivative of Smoothed
2264 MERFX.High_Log Log of
2265 MERFX.High_mva365 365 Day MA
2266 MERFX.High_mva200 200 Day MA
2267 MERFX.High_mva050 50 Day MA
2269 MERFX.Low_YoY4 4 Year over 4 Year
2271 MERFX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2272 MERFX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2273 MERFX.Low_SmoothDer Derivative of Smoothed
2274 MERFX.Low_Log Log of
2275 MERFX.Low_mva365 365 Day MA
2276 MERFX.Low_mva200 200 Day MA
2277 MERFX.Low_mva050 50 Day MA
2279 MERFX.Close_YoY4 4 Year over 4 Year
2281 MERFX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2282 MERFX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2283 MERFX.Close_SmoothDer Derivative of Smoothed
2284 MERFX.Close_Log Log of
2285 MERFX.Close_mva365 365 Day MA
2286 MERFX.Close_mva200 200 Day MA
2287 MERFX.Close_mva050 50 Day MA
2288 MERFX.Volume_YoY Year over Year
2289 MERFX.Volume_YoY4 4 Year over 4 Year
2290 MERFX.Volume_YoY5 5 Year over 5 Year
2291 MERFX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2292 MERFX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2293 MERFX.Volume_SmoothDer Derivative of Smoothed
2294 MERFX.Volume_Log Log of
2295 MERFX.Volume_mva365 365 Day MA
2296 MERFX.Volume_mva200 200 Day MA
2297 MERFX.Volume_mva050 50 Day MA
2299 MERFX.Adjusted_YoY4 4 Year over 4 Year
2301 MERFX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2302 MERFX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2303 MERFX.Adjusted_SmoothDer Derivative of Smoothed
2304 MERFX.Adjusted_Log Log of
2305 MERFX.Adjusted_mva365 365 Day MA
2306 MERFX.Adjusted_mva200 200 Day MA
2307 MERFX.Adjusted_mva050 50 Day MA
2311 CMNIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2313 CMNIX.Open_SmoothDer Derivative of Smoothed
2315 CMNIX.Open_mva365 365 Day MA
2316 CMNIX.Open_mva200 200 Day MA
2317 CMNIX.Open_mva050 50 Day MA
2321 CMNIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2323 CMNIX.High_SmoothDer Derivative of Smoothed
2325 CMNIX.High_mva365 365 Day MA
2326 CMNIX.High_mva200 200 Day MA
2327 CMNIX.High_mva050 50 Day MA
2331 CMNIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2333 CMNIX.Low_SmoothDer Derivative of Smoothed
2335 CMNIX.Low_mva365 365 Day MA
2336 CMNIX.Low_mva200 200 Day MA
2337 CMNIX.Low_mva050 50 Day MA
2341 CMNIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2343 CMNIX.Close_SmoothDer Derivative of Smoothed
2345 CMNIX.Close_mva365 365 Day MA
2346 CMNIX.Close_mva200 200 Day MA
2347 CMNIX.Close_mva050 50 Day MA
2348 CMNIX.Volume_YoY Year over Year
2349 CMNIX.Volume_YoY4 4 Year over 4 Year
2350 CMNIX.Volume_YoY5 5 Year over 5 Year
2351 CMNIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2352 CMNIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2353 CMNIX.Volume_SmoothDer Derivative of Smoothed
2354 CMNIX.Volume_Log Log of
2355 CMNIX.Volume_mva365 365 Day MA
2356 CMNIX.Volume_mva200 200 Day MA
2357 CMNIX.Volume_mva050 50 Day MA
2361 CMNIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2362 CMNIX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2364 CMNIX.Adjusted_Log Log of
2365 CMNIX.Adjusted_mva365 365 Day MA
2366 CMNIX.Adjusted_mva200 200 Day MA
2367 CMNIX.Adjusted_mva050 50 Day MA
2371 CIHEX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2372 CIHEX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2374 CIHEX.Open_Log Log of
2375 CIHEX.Open_mva365 365 Day MA
2377 CIHEX.Open_mva050 50 Day MA
2381 CIHEX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2382 CIHEX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2384 CIHEX.High_Log Log of
2385 CIHEX.High_mva365 365 Day MA
2387 CIHEX.High_mva050 50 Day MA
2391 CIHEX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2392 CIHEX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2394 CIHEX.Low_Log Log of
2395 CIHEX.Low_mva365 365 Day MA
2397 CIHEX.Low_mva050 50 Day MA
2401 CIHEX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2402 CIHEX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2404 CIHEX.Close_Log Log of
2405 CIHEX.Close_mva365 365 Day MA
2407 CIHEX.Close_mva050 50 Day MA
2408 CIHEX.Volume_YoY Year over Year
2409 CIHEX.Volume_YoY4 4 Year over 4 Year
2410 CIHEX.Volume_YoY5 5 Year over 5 Year
2411 CIHEX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2412 CIHEX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2413 CIHEX.Volume_SmoothDer Derivative of Smoothed
2414 CIHEX.Volume_Log Log of
2415 CIHEX.Volume_mva365 365 Day MA
2416 CIHEX.Volume_mva200 200 Day MA
2417 CIHEX.Volume_mva050 50 Day MA
2421 CIHEX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2422 CIHEX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2424 CIHEX.Adjusted_Log Log of
2425 CIHEX.Adjusted_mva365 365 Day MA
2427 CIHEX.Adjusted_mva050 50 Day MA
2453 IMPMX_SmoothDer Derivative of Smoothed U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
2463 EXPMX_SmoothDer Derivative of Smoothed U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA)
2476 HSN1FNSA_mva200 New One Family Houses Sold: United States (Monthly, NSA) 200 Day MA
2480 HNFSUSNSA_YoY5 New One Family Houses for Sale in the United States (Monthly, NSA) 5 Year over 5 Year
2481 HNFSUSNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) New One Family Houses for Sale in the United States (Monthly, NSA)
2484 HNFSUSNSA_Log Log of New One Family Houses for Sale in the United States (Monthly, NSA)
2485 HNFSUSNSA_mva365 New One Family Houses for Sale in the United States (Monthly, NSA) 365 Day MA
2486 HNFSUSNSA_mva200 New One Family Houses for Sale in the United States (Monthly, NSA) 200 Day MA
2487 HNFSUSNSA_mva050 New One Family Houses for Sale in the United States (Monthly, NSA) 50 Day MA
2489 BUSLOANS_YoY4 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 4 Year over 4 Year
2491 BUSLOANS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
2493 BUSLOANS_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
2494 BUSLOANS_Log Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
2495 BUSLOANS_mva365 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2496 BUSLOANS_mva200 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2497 BUSLOANS_mva050 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2499 TOTCI_YoY4 Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 4 Year over 4 Year
2501 TOTCI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2503 TOTCI_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2504 TOTCI_Log Log of Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2505 TOTCI_mva365 Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2506 TOTCI_mva200 Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2507 TOTCI_mva050 Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2508 BUSLOANSNSA_YoY Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) Year over Year
2509 BUSLOANSNSA_YoY4 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 4 Year over 4 Year
2511 BUSLOANSNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
2513 BUSLOANSNSA_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
2514 BUSLOANSNSA_Log Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
2515 BUSLOANSNSA_mva365 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2516 BUSLOANSNSA_mva200 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2517 BUSLOANSNSA_mva050 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2521 REALLNNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Monthly, NSA)
2523 REALLNNSA_SmoothDer Derivative of Smoothed Real Estate Loans, All Commercial Banks (Monthly, NSA)
2524 REALLNNSA_Log Log of Real Estate Loans, All Commercial Banks (Monthly, NSA)
2525 REALLNNSA_mva365 Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2526 REALLNNSA_mva200 Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2527 REALLNNSA_mva050 Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2531 REALLN_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Monthly, SA)
2533 REALLN_SmoothDer Derivative of Smoothed Real Estate Loans, All Commercial Banks (Monthly, SA)
2534 REALLN_Log Log of Real Estate Loans, All Commercial Banks (Monthly, SA)
2535 REALLN_mva365 Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2536 REALLN_mva200 Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2537 REALLN_mva050 Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2541 RELACBW027NBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, NSA)
2543 RELACBW027NBOG_SmoothDer Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, NSA)
2545 RELACBW027NBOG_mva365 Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2546 RELACBW027NBOG_mva200 Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2547 RELACBW027NBOG_mva050 Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2551 RELACBW027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, SA)
2553 RELACBW027SBOG_SmoothDer Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, SA)
2555 RELACBW027SBOG_mva365 Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2556 RELACBW027SBOG_mva200 Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2557 RELACBW027SBOG_mva050 Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2561 RREACBM027NBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
2563 RREACBM027NBOG_SmoothDer Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
2564 RREACBM027NBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
2565 RREACBM027NBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2566 RREACBM027NBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2567 RREACBM027NBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2573 RREACBM027SBOG_SmoothDer Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
2574 RREACBM027SBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
2575 RREACBM027SBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2576 RREACBM027SBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2577 RREACBM027SBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2581 RREACBW027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2583 RREACBW027SBOG_SmoothDer Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2584 RREACBW027SBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2585 RREACBW027SBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2586 RREACBW027SBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2587 RREACBW027SBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2591 RREACBW027NBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
2593 RREACBW027NBOG_SmoothDer Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
2594 RREACBW027NBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
2595 RREACBW027NBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2596 RREACBW027NBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2597 RREACBW027NBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2603 MORTGAGE30US_SmoothDer Derivative of Smoothed 30-Year Fixed Rate Mortgage Average in the United States
2606 MORTGAGE30US_mva200 30-Year Fixed Rate Mortgage Average in the United States 200 Day MA
2611 CONSUMERNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans, All Commercial Banks
2615 CONSUMERNSA_mva365 Consumer Loans, All Commercial Banks 365 Day MA
2621 TOTLLNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Loans and Leases in Bank Credit, All Commercial Banks
2623 TOTLLNSA_SmoothDer Derivative of Smoothed Loans and Leases in Bank Credit, All Commercial Banks
2624 TOTLLNSA_Log Log of Loans and Leases in Bank Credit, All Commercial Banks
2625 TOTLLNSA_mva365 Loans and Leases in Bank Credit, All Commercial Banks 365 Day MA
2626 TOTLLNSA_mva200 Loans and Leases in Bank Credit, All Commercial Banks 200 Day MA
2627 TOTLLNSA_mva050 Loans and Leases in Bank Credit, All Commercial Banks 50 Day MA
2631 DPSACBW027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Deposits, All Commercial Banks
2633 DPSACBW027SBOG_SmoothDer Derivative of Smoothed Deposits, All Commercial Banks
2635 DPSACBW027SBOG_mva365 Deposits, All Commercial Banks 365 Day MA
2636 DPSACBW027SBOG_mva200 Deposits, All Commercial Banks 200 Day MA
2637 DPSACBW027SBOG_mva050 Deposits, All Commercial Banks 50 Day MA
2639 DRCLACBS_YoY4 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 4 Year over 4 Year
2640 DRCLACBS_YoY5 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 5 Year over 5 Year
2644 DRCLACBS_Log Log of Delinquency Rate on Consumer Loans, All Commercial Banks, SA
2645 DRCLACBS_mva365 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 365 Day MA
2646 DRCLACBS_mva200 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 200 Day MA
2647 DRCLACBS_mva050 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 50 Day MA
2651 TOTCINSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
2653 TOTCINSA_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
2654 TOTCINSA_Log Log of Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
2655 TOTCINSA_mva365 Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2656 TOTCINSA_mva200 Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2657 TOTCINSA_mva050 Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2664 SRPSABSNNCB_Log Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2665 SRPSABSNNCB_mva365 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 365 Day MA
2666 SRPSABSNNCB_mva200 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 200 Day MA
2667 SRPSABSNNCB_mva050 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 50 Day MA
2674 ASTLL_Log Log of All sectors; total loans; liability, Level (NSA)
2675 ASTLL_mva365 All sectors; total loans; liability, Level (NSA) 365 Day MA
2676 ASTLL_mva200 All sectors; total loans; liability, Level (NSA) 200 Day MA
2677 ASTLL_mva050 All sectors; total loans; liability, Level (NSA) 50 Day MA
2679 FBDILNECA_YoY4 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 4 Year over 4 Year
2680 FBDILNECA_YoY5 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 5 Year over 5 Year
2684 FBDILNECA_Log Log of Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
2685 FBDILNECA_mva365 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 365 Day MA
2686 FBDILNECA_mva200 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 200 Day MA
2687 FBDILNECA_mva050 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 50 Day MA
2693 ASOLAL_SmoothDer Derivative of Smoothed All sectors; other loans and advances; liability, Level (NSA)
2694 ASOLAL_Log Log of All sectors; other loans and advances; liability, Level (NSA)
2695 ASOLAL_mva365 All sectors; other loans and advances; liability, Level (NSA) 365 Day MA
2696 ASOLAL_mva200 All sectors; other loans and advances; liability, Level (NSA) 200 Day MA
2697 ASOLAL_mva050 All sectors; other loans and advances; liability, Level (NSA) 50 Day MA
2704 ASTMA_Log Log of All sectors; total mortgages; asset, Level (NSA)
2705 ASTMA_mva365 All sectors; total mortgages; asset, Level (NSA) 365 Day MA
2706 ASTMA_mva200 All sectors; total mortgages; asset, Level (NSA) 200 Day MA
2707 ASTMA_mva050 All sectors; total mortgages; asset, Level (NSA) 50 Day MA
2714 ASHMA_Log Log of All sectors; home mortgages; asset, Level (NSA)
2715 ASHMA_mva365 All sectors; home mortgages; asset, Level (NSA) 365 Day MA
2716 ASHMA_mva200 All sectors; home mortgages; asset, Level (NSA) 200 Day MA
2717 ASHMA_mva050 All sectors; home mortgages; asset, Level (NSA) 50 Day MA
2724 ASMRMA_Log Log of All sectors; multifamily residential mortgages; asset, Level (NSA)
2725 ASMRMA_mva365 All sectors; multifamily residential mortgages; asset, Level (NSA) 365 Day MA
2726 ASMRMA_mva200 All sectors; multifamily residential mortgages; asset, Level (NSA) 200 Day MA
2727 ASMRMA_mva050 All sectors; multifamily residential mortgages; asset, Level (NSA) 50 Day MA
2734 ASCMA_Log Log of All sectors; commercial mortgages; asset, Level (NSA)
2735 ASCMA_mva365 All sectors; commercial mortgages; asset, Level (NSA) 365 Day MA
2736 ASCMA_mva200 All sectors; commercial mortgages; asset, Level (NSA) 200 Day MA
2737 ASCMA_mva050 All sectors; commercial mortgages; asset, Level (NSA) 50 Day MA
2744 ASFMA_Log Log of All sectors; farm mortgages; asset, Level (NSA)
2745 ASFMA_mva365 All sectors; farm mortgages; asset, Level (NSA) 365 Day MA
2746 ASFMA_mva200 All sectors; farm mortgages; asset, Level (NSA) 200 Day MA
2747 ASFMA_mva050 All sectors; farm mortgages; asset, Level (NSA) 50 Day MA
2753 CCLBSHNO_SmoothDer Derivative of Smoothed Households and nonprofit organizations; consumer credit; liability, Level (NSA)
2764 FBDSILQ027S_Log Log of Domestic financial sectors debt securities; liability, Level (NSA)
2765 FBDSILQ027S_mva365 Domestic financial sectors debt securities; liability, Level (NSA) 365 Day MA
2766 FBDSILQ027S_mva200 Domestic financial sectors debt securities; liability, Level (NSA) 200 Day MA
2767 FBDSILQ027S_mva050 Domestic financial sectors debt securities; liability, Level (NSA) 50 Day MA
2770 FBLL_YoY5 Domestic financial sectors loans; liability, Level (NSA) 5 Year over 5 Year
2774 FBLL_Log Log of Domestic financial sectors loans; liability, Level (NSA)
2775 FBLL_mva365 Domestic financial sectors loans; liability, Level (NSA) 365 Day MA
2776 FBLL_mva200 Domestic financial sectors loans; liability, Level (NSA) 200 Day MA
2777 FBLL_mva050 Domestic financial sectors loans; liability, Level (NSA) 50 Day MA
2784 NCBDBIQ027S_Log Log of Nonfinancial corporate business; debt securities; liability, Level
2785 NCBDBIQ027S_mva365 Nonfinancial corporate business; debt securities; liability, Level 365 Day MA
2786 NCBDBIQ027S_mva200 Nonfinancial corporate business; debt securities; liability, Level 200 Day MA
2787 NCBDBIQ027S_mva050 Nonfinancial corporate business; debt securities; liability, Level 50 Day MA
2796 DGS10_mva200 10-Year Treasury Constant Maturity Rate 200 Day MA
2806 TNX.Open_mva200 200 Day MA
2816 TNX.High_mva200 200 Day MA
2826 TNX.Low_mva200 200 Day MA
2836 TNX.Close_mva200 200 Day MA
2838 TNX.Volume_YoY Year over Year
2839 TNX.Volume_YoY4 4 Year over 4 Year
2840 TNX.Volume_YoY5 5 Year over 5 Year
2841 TNX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2842 TNX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2843 TNX.Volume_SmoothDer Derivative of Smoothed
2844 TNX.Volume_Log Log of
2845 TNX.Volume_mva365 365 Day MA
2846 TNX.Volume_mva200 200 Day MA
2847 TNX.Volume_mva050 50 Day MA
2856 TNX.Adjusted_mva200 200 Day MA
2863 CLF.Open_SmoothDer Derivative of Smoothed
2864 CLF.Open_Log Log of
2873 CLF.High_SmoothDer Derivative of Smoothed
2883 CLF.Low_SmoothDer Derivative of Smoothed
2884 CLF.Low_Log Log of
2893 CLF.Close_SmoothDer Derivative of Smoothed
2894 CLF.Close_Log Log of
2901 CLF.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2903 CLF.Volume_SmoothDer Derivative of Smoothed
2904 CLF.Volume_Log Log of
2913 CLF.Adjusted_SmoothDer Derivative of Smoothed
2914 CLF.Adjusted_Log Log of
2923 DGS30_SmoothDer Derivative of Smoothed 10-Year Treasury Constant Maturity Rate
2925 DGS30_mva365 10-Year Treasury Constant Maturity Rate 365 Day MA
2926 DGS30_mva200 10-Year Treasury Constant Maturity Rate 200 Day MA
2933 DGS1_SmoothDer Derivative of Smoothed 1-Year Treasury Constant Maturity Rate
2943 DGS2_SmoothDer Derivative of Smoothed 2-Year Treasury Constant Maturity Rate
2948 TB3MS_YoY 3-Month Treasury Bill: Secondary Market Rate (Monthly) Year over Year
2951 TB3MS_Smooth Savitsky-Golay Smoothed (p=3, n=365) 3-Month Treasury Bill: Secondary Market Rate (Monthly)
2953 TB3MS_SmoothDer Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Monthly)
2954 TB3MS_Log Log of 3-Month Treasury Bill: Secondary Market Rate (Monthly)
2961 DTB3_Smooth Savitsky-Golay Smoothed (p=3, n=365) 3-Month Treasury Bill: Secondary Market Rate (Daily)
2963 DTB3_SmoothDer Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Daily)
2964 DTB3_Log Log of 3-Month Treasury Bill: Secondary Market Rate (Daily)
2971 IRX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2973 IRX.Open_SmoothDer Derivative of Smoothed
2974 IRX.Open_Log Log of
2981 IRX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2983 IRX.High_SmoothDer Derivative of Smoothed
2984 IRX.High_Log Log of
2991 IRX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2993 IRX.Low_SmoothDer Derivative of Smoothed
2994 IRX.Low_Log Log of
3001 IRX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3003 IRX.Close_SmoothDer Derivative of Smoothed
3004 IRX.Close_Log Log of
3008 IRX.Volume_YoY Year over Year
3009 IRX.Volume_YoY4 4 Year over 4 Year
3010 IRX.Volume_YoY5 5 Year over 5 Year
3011 IRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3012 IRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3013 IRX.Volume_SmoothDer Derivative of Smoothed
3014 IRX.Volume_Log Log of
3015 IRX.Volume_mva365 365 Day MA
3016 IRX.Volume_mva200 200 Day MA
3017 IRX.Volume_mva050 50 Day MA
3021 IRX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3023 IRX.Adjusted_SmoothDer Derivative of Smoothed
3024 IRX.Adjusted_Log Log of
3033 DCOILWTICO_SmoothDer Derivative of Smoothed Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma
3034 DCOILWTICO_Log Log of Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma
3043 DCOILBRENTEU_SmoothDer Derivative of Smoothed Crude Oil Prices: Brent - Europe
3054 NEWORDER_Log Log of Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
3055 NEWORDER_mva365 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 365 Day MA
3056 NEWORDER_mva200 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 200 Day MA
3057 NEWORDER_mva050 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 50 Day MA
3059 ALTSALES_YoY4 Light Weight Vehicle Sales: Autos and Light Trucks 4 Year over 4 Year
3071 ICSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Initial Jobless Claims
3073 ICSA_SmoothDer Derivative of Smoothed Initial Jobless Claims
3077 ICSA_mva050 Initial Jobless Claims 50 Day MA
3081 GSPC.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3082 GSPC.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3084 GSPC.Open_Log Log of
3085 GSPC.Open_mva365 365 Day MA
3091 GSPC.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3092 GSPC.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3094 GSPC.High_Log Log of
3095 GSPC.High_mva365 365 Day MA
3101 GSPC.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3102 GSPC.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3104 GSPC.Low_Log Log of
3105 GSPC.Low_mva365 365 Day MA
3111 GSPC.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3112 GSPC.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3114 GSPC.Close_Log Log of
3115 GSPC.Close_mva365 365 Day MA
3124 GSPC.Volume_Log Log of
3125 GSPC.Volume_mva365 365 Day MA
3126 GSPC.Volume_mva200 200 Day MA
3131 GSPC.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3132 GSPC.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3134 GSPC.Adjusted_Log Log of
3135 GSPC.Adjusted_mva365 365 Day MA
3141 FXAIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3142 FXAIX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3144 FXAIX.Open_Log Log of
3145 FXAIX.Open_mva365 365 Day MA
3151 FXAIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3152 FXAIX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3154 FXAIX.High_Log Log of
3155 FXAIX.High_mva365 365 Day MA
3161 FXAIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3162 FXAIX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3164 FXAIX.Low_Log Log of
3165 FXAIX.Low_mva365 365 Day MA
3171 FXAIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3172 FXAIX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3174 FXAIX.Close_Log Log of
3175 FXAIX.Close_mva365 365 Day MA
3178 FXAIX.Volume_YoY Year over Year
3179 FXAIX.Volume_YoY4 4 Year over 4 Year
3180 FXAIX.Volume_YoY5 5 Year over 5 Year
3181 FXAIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3182 FXAIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3183 FXAIX.Volume_SmoothDer Derivative of Smoothed
3184 FXAIX.Volume_Log Log of
3185 FXAIX.Volume_mva365 365 Day MA
3186 FXAIX.Volume_mva200 200 Day MA
3187 FXAIX.Volume_mva050 50 Day MA
3191 FXAIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3192 FXAIX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3194 FXAIX.Adjusted_Log Log of
3195 FXAIX.Adjusted_mva365 365 Day MA
3198 FTIHX.Open_YoY Year over Year
3199 FTIHX.Open_YoY4 4 Year over 4 Year
3201 FTIHX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3202 FTIHX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3203 FTIHX.Open_SmoothDer Derivative of Smoothed
3204 FTIHX.Open_Log Log of
3205 FTIHX.Open_mva365 365 Day MA
3206 FTIHX.Open_mva200 200 Day MA
3207 FTIHX.Open_mva050 50 Day MA
3208 FTIHX.High_YoY Year over Year
3209 FTIHX.High_YoY4 4 Year over 4 Year
3211 FTIHX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3212 FTIHX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3213 FTIHX.High_SmoothDer Derivative of Smoothed
3214 FTIHX.High_Log Log of
3215 FTIHX.High_mva365 365 Day MA
3216 FTIHX.High_mva200 200 Day MA
3217 FTIHX.High_mva050 50 Day MA
3218 FTIHX.Low_YoY Year over Year
3219 FTIHX.Low_YoY4 4 Year over 4 Year
3221 FTIHX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3222 FTIHX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3223 FTIHX.Low_SmoothDer Derivative of Smoothed
3224 FTIHX.Low_Log Log of
3225 FTIHX.Low_mva365 365 Day MA
3226 FTIHX.Low_mva200 200 Day MA
3227 FTIHX.Low_mva050 50 Day MA
3228 FTIHX.Close_YoY Year over Year
3229 FTIHX.Close_YoY4 4 Year over 4 Year
3231 FTIHX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3232 FTIHX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3233 FTIHX.Close_SmoothDer Derivative of Smoothed
3234 FTIHX.Close_Log Log of
3235 FTIHX.Close_mva365 365 Day MA
3236 FTIHX.Close_mva200 200 Day MA
3237 FTIHX.Close_mva050 50 Day MA
3238 FTIHX.Volume_YoY Year over Year
3239 FTIHX.Volume_YoY4 4 Year over 4 Year
3240 FTIHX.Volume_YoY5 5 Year over 5 Year
3241 FTIHX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3242 FTIHX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3243 FTIHX.Volume_SmoothDer Derivative of Smoothed
3244 FTIHX.Volume_Log Log of
3245 FTIHX.Volume_mva365 365 Day MA
3246 FTIHX.Volume_mva200 200 Day MA
3247 FTIHX.Volume_mva050 50 Day MA
3248 FTIHX.Adjusted_YoY Year over Year
3249 FTIHX.Adjusted_YoY4 4 Year over 4 Year
3251 FTIHX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3252 FTIHX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3253 FTIHX.Adjusted_SmoothDer Derivative of Smoothed
3254 FTIHX.Adjusted_Log Log of
3255 FTIHX.Adjusted_mva365 365 Day MA
3256 FTIHX.Adjusted_mva200 200 Day MA
3257 FTIHX.Adjusted_mva050 50 Day MA
3258 MDIZX.Open_YoY Year over Year
3261 MDIZX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3262 MDIZX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3263 MDIZX.Open_SmoothDer Derivative of Smoothed
3264 MDIZX.Open_Log Log of
3265 MDIZX.Open_mva365 365 Day MA
3266 MDIZX.Open_mva200 200 Day MA
3267 MDIZX.Open_mva050 50 Day MA
3268 MDIZX.High_YoY Year over Year
3271 MDIZX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3272 MDIZX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3273 MDIZX.High_SmoothDer Derivative of Smoothed
3274 MDIZX.High_Log Log of
3275 MDIZX.High_mva365 365 Day MA
3276 MDIZX.High_mva200 200 Day MA
3277 MDIZX.High_mva050 50 Day MA
3278 MDIZX.Low_YoY Year over Year
3281 MDIZX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3282 MDIZX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3283 MDIZX.Low_SmoothDer Derivative of Smoothed
3284 MDIZX.Low_Log Log of
3285 MDIZX.Low_mva365 365 Day MA
3286 MDIZX.Low_mva200 200 Day MA
3287 MDIZX.Low_mva050 50 Day MA
3288 MDIZX.Close_YoY Year over Year
3291 MDIZX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3292 MDIZX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3293 MDIZX.Close_SmoothDer Derivative of Smoothed
3294 MDIZX.Close_Log Log of
3295 MDIZX.Close_mva365 365 Day MA
3296 MDIZX.Close_mva200 200 Day MA
3297 MDIZX.Close_mva050 50 Day MA
3298 MDIZX.Volume_YoY Year over Year
3299 MDIZX.Volume_YoY4 4 Year over 4 Year
3300 MDIZX.Volume_YoY5 5 Year over 5 Year
3301 MDIZX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3302 MDIZX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3303 MDIZX.Volume_SmoothDer Derivative of Smoothed
3304 MDIZX.Volume_Log Log of
3305 MDIZX.Volume_mva365 365 Day MA
3306 MDIZX.Volume_mva200 200 Day MA
3307 MDIZX.Volume_mva050 50 Day MA
3308 MDIZX.Adjusted_YoY Year over Year
3311 MDIZX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3312 MDIZX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3313 MDIZX.Adjusted_SmoothDer Derivative of Smoothed
3314 MDIZX.Adjusted_Log Log of
3315 MDIZX.Adjusted_mva365 365 Day MA
3316 MDIZX.Adjusted_mva200 200 Day MA
3317 MDIZX.Adjusted_mva050 50 Day MA
3321 DODIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3323 DODIX.Open_SmoothDer Derivative of Smoothed
3325 DODIX.Open_mva365 365 Day MA
3331 DODIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3333 DODIX.High_SmoothDer Derivative of Smoothed
3335 DODIX.High_mva365 365 Day MA
3341 DODIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3343 DODIX.Low_SmoothDer Derivative of Smoothed
3345 DODIX.Low_mva365 365 Day MA
3351 DODIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3353 DODIX.Close_SmoothDer Derivative of Smoothed
3355 DODIX.Close_mva365 365 Day MA
3358 DODIX.Volume_YoY Year over Year
3359 DODIX.Volume_YoY4 4 Year over 4 Year
3360 DODIX.Volume_YoY5 5 Year over 5 Year
3361 DODIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3362 DODIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3363 DODIX.Volume_SmoothDer Derivative of Smoothed
3364 DODIX.Volume_Log Log of
3365 DODIX.Volume_mva365 365 Day MA
3366 DODIX.Volume_mva200 200 Day MA
3367 DODIX.Volume_mva050 50 Day MA
3371 DODIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3373 DODIX.Adjusted_SmoothDer Derivative of Smoothed
3375 DODIX.Adjusted_mva365 365 Day MA
3376 DODIX.Adjusted_mva200 200 Day MA
3381 RLG.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3382 RLG.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3384 RLG.Open_Log Log of
3385 RLG.Open_mva365 365 Day MA
3391 RLG.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3392 RLG.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3394 RLG.High_Log Log of
3395 RLG.High_mva365 365 Day MA
3401 RLG.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3402 RLG.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3404 RLG.Low_Log Log of
3405 RLG.Low_mva365 365 Day MA
3411 RLG.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3412 RLG.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3414 RLG.Close_Log Log of
3415 RLG.Close_mva365 365 Day MA
3418 RLG.Volume_YoY Year over Year
3419 RLG.Volume_YoY4 4 Year over 4 Year
3420 RLG.Volume_YoY5 5 Year over 5 Year
3421 RLG.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3422 RLG.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3423 RLG.Volume_SmoothDer Derivative of Smoothed
3424 RLG.Volume_Log Log of
3425 RLG.Volume_mva365 365 Day MA
3426 RLG.Volume_mva200 200 Day MA
3427 RLG.Volume_mva050 50 Day MA
3431 RLG.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3432 RLG.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3434 RLG.Adjusted_Log Log of
3435 RLG.Adjusted_mva365 365 Day MA
3445 DJI.Open_mva365 365 Day MA
3455 DJI.High_mva365 365 Day MA
3465 DJI.Low_mva365 365 Day MA
3475 DJI.Close_mva365 365 Day MA
3485 DJI.Volume_mva365 365 Day MA
3486 DJI.Volume_mva200 200 Day MA
3495 DJI.Adjusted_mva365 365 Day MA
3503 STOXX50E.Open_SmoothDer Derivative of Smoothed
3505 STOXX50E.Open_mva365 365 Day MA
3506 STOXX50E.Open_mva200 200 Day MA
3513 STOXX50E.High_SmoothDer Derivative of Smoothed
3515 STOXX50E.High_mva365 365 Day MA
3516 STOXX50E.High_mva200 200 Day MA
3523 STOXX50E.Low_SmoothDer Derivative of Smoothed
3525 STOXX50E.Low_mva365 365 Day MA
3526 STOXX50E.Low_mva200 200 Day MA
3533 STOXX50E.Close_SmoothDer Derivative of Smoothed
3535 STOXX50E.Close_mva365 365 Day MA
3536 STOXX50E.Close_mva200 200 Day MA
3544 STOXX50E.Volume_Log Log of
3553 STOXX50E.Adjusted_SmoothDer Derivative of Smoothed
3555 STOXX50E.Adjusted_mva365 365 Day MA
3556 STOXX50E.Adjusted_mva200 200 Day MA
3561 EFA.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3563 EFA.Open_SmoothDer Derivative of Smoothed
3565 EFA.Open_mva365 365 Day MA
3566 EFA.Open_mva200 200 Day MA
3567 EFA.Open_mva050 50 Day MA
3571 EFA.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3573 EFA.High_SmoothDer Derivative of Smoothed
3575 EFA.High_mva365 365 Day MA
3576 EFA.High_mva200 200 Day MA
3577 EFA.High_mva050 50 Day MA
3581 EFA.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3583 EFA.Low_SmoothDer Derivative of Smoothed
3585 EFA.Low_mva365 365 Day MA
3586 EFA.Low_mva200 200 Day MA
3587 EFA.Low_mva050 50 Day MA
3588 EFA.Close_YoY Year over Year
3591 EFA.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3593 EFA.Close_SmoothDer Derivative of Smoothed
3595 EFA.Close_mva365 365 Day MA
3596 EFA.Close_mva200 200 Day MA
3597 EFA.Close_mva050 50 Day MA
3605 EFA.Volume_mva365 365 Day MA
3606 EFA.Volume_mva200 200 Day MA
3608 EFA.Adjusted_YoY Year over Year
3611 EFA.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3612 EFA.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3613 EFA.Adjusted_SmoothDer Derivative of Smoothed
3614 EFA.Adjusted_Log Log of
3615 EFA.Adjusted_mva365 365 Day MA
3616 EFA.Adjusted_mva200 200 Day MA
3617 EFA.Adjusted_mva050 50 Day MA
3624 GDP_Log Log of Gross Domestic Product
3625 GDP_mva365 Gross Domestic Product 365 Day MA
3626 GDP_mva200 Gross Domestic Product 200 Day MA
3627 GDP_mva050 Gross Domestic Product 50 Day MA
3629 FNDEFX_YoY4 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 4 Year over 4 Year
3634 FNDEFX_Log Log of Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3635 FNDEFX_mva365 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 365 Day MA
3636 FNDEFX_mva200 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 200 Day MA
3637 FNDEFX_mva050 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 50 Day MA
3641 FDEFX_Smooth Savitsky-Golay Smoothed (p=3, n=365) Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3643 FDEFX_SmoothDer Derivative of Smoothed Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3645 FDEFX_mva365 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 365 Day MA
3649 GDPNOW_YoY4 Fed Atlanta GDPNow 4 Year over 4 Year
3651 GDPNOW_Smooth Savitsky-Golay Smoothed (p=3, n=365) Fed Atlanta GDPNow
3653 GDPNOW_SmoothDer Derivative of Smoothed Fed Atlanta GDPNow
3654 GDPNOW_Log Log of Fed Atlanta GDPNow
3657 GDPNOW_mva050 Fed Atlanta GDPNow 50 Day MA
3661 GDPC1_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Gross Domestic Product
3665 GDPC1_mva365 Real Gross Domestic Product 365 Day MA
3674 GDPDEF_Log Log of Gross Domestic Product: Implicit Price Deflator
3675 GDPDEF_mva365 Gross Domestic Product: Implicit Price Deflator 365 Day MA
3676 GDPDEF_mva200 Gross Domestic Product: Implicit Price Deflator 200 Day MA
3677 GDPDEF_mva050 Gross Domestic Product: Implicit Price Deflator 50 Day MA
3681 VIG.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3682 VIG.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3685 VIG.Open_mva365 365 Day MA
3691 VIG.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3692 VIG.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3695 VIG.High_mva365 365 Day MA
3701 VIG.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3702 VIG.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3705 VIG.Low_mva365 365 Day MA
3711 VIG.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3712 VIG.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3715 VIG.Close_mva365 365 Day MA
3731 VIG.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3732 VIG.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3735 VIG.Adjusted_mva365 365 Day MA
3741 WLRRAL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA)
3743 WLRRAL_SmoothDer Derivative of Smoothed Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA)
3753 FEDFUNDS_SmoothDer Derivative of Smoothed Effective Federal Funds Rate
3764 GPDI_Log Log of Gross Private Domestic Investment
3765 GPDI_mva365 Gross Private Domestic Investment 365 Day MA
3766 GPDI_mva200 Gross Private Domestic Investment 200 Day MA
3767 GPDI_mva050 Gross Private Domestic Investment 50 Day MA
3774 W790RC1Q027SBEA_Log Log of Net domestic investment: Private: Domestic busines
3775 W790RC1Q027SBEA_mva365 Net domestic investment: Private: Domestic busines 365 Day MA
3776 W790RC1Q027SBEA_mva200 Net domestic investment: Private: Domestic busines 200 Day MA
3777 W790RC1Q027SBEA_mva050 Net domestic investment: Private: Domestic busines 50 Day MA
3778 MZMV_YoY Velocity of MZM Money Stock Year over Year
3779 MZMV_YoY4 Velocity of MZM Money Stock 4 Year over 4 Year
3784 MZMV_Log Log of Velocity of MZM Money Stock
3785 MZMV_mva365 Velocity of MZM Money Stock 365 Day MA
3786 MZMV_mva200 Velocity of MZM Money Stock 200 Day MA
3787 MZMV_mva050 Velocity of MZM Money Stock 50 Day MA
3788 M1_YoY M1 Money Stock Year over Year
3794 M1_Log Log of M1 Money Stock
3795 M1_mva365 M1 Money Stock 365 Day MA
3796 M1_mva200 M1 Money Stock 200 Day MA
3797 M1_mva050 M1 Money Stock 50 Day MA
3798 M2_YoY M2 Money Stock Year over Year
3804 M2_Log Log of M2 Money Stock
3805 M2_mva365 M2 Money Stock 365 Day MA
3806 M2_mva200 M2 Money Stock 200 Day MA
3807 M2_mva050 M2 Money Stock 50 Day MA
3809 OPHNFB_YoY4 Nonfarm Business Sector: Real Output Per Hour of All Persons, SA 4 Year over 4 Year
3813 OPHNFB_SmoothDer Derivative of Smoothed Nonfarm Business Sector: Real Output Per Hour of All Persons, SA
3815 OPHNFB_mva365 Nonfarm Business Sector: Real Output Per Hour of All Persons, SA 365 Day MA
3818 IPMAN_YoY Industrial Production: Manufacturing (NAICS) Year over Year
3823 IPMAN_SmoothDer Derivative of Smoothed Industrial Production: Manufacturing (NAICS)
3825 IPMAN_mva365 Industrial Production: Manufacturing (NAICS) 365 Day MA
3826 IPMAN_mva200 Industrial Production: Manufacturing (NAICS) 200 Day MA
3835 IWD.Open_mva365 365 Day MA
3845 IWD.High_mva365 365 Day MA
3855 IWD.Low_mva365 365 Day MA
3865 IWD.Close_mva365 365 Day MA
3868 IWD.Volume_YoY Year over Year
3875 IWD.Volume_mva365 365 Day MA
3881 IWD.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3882 IWD.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3885 IWD.Adjusted_mva365 365 Day MA
3890 GS5_YoY5 5-Year Treasury Constant Maturity Rate 5 Year over 5 Year
3898 PSAVERT_YoY Personal Saving Rate Year over Year
3906 PSAVERT_mva200 Personal Saving Rate 200 Day MA
3915 VIXCLS_mva365 CBOE Volatility Index 365 Day MA
3916 VIXCLS_mva200 CBOE Volatility Index 200 Day MA
3921 VXX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3923 VXX.Open_SmoothDer Derivative of Smoothed
3926 VXX.Open_mva200 200 Day MA
3931 VXX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3936 VXX.High_mva200 200 Day MA
3941 VXX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3943 VXX.Low_SmoothDer Derivative of Smoothed
3946 VXX.Low_mva200 200 Day MA
3951 VXX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3953 VXX.Close_SmoothDer Derivative of Smoothed
3956 VXX.Close_mva200 200 Day MA
3964 VXX.Volume_Log Log of
3965 VXX.Volume_mva365 365 Day MA
3971 VXX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3973 VXX.Adjusted_SmoothDer Derivative of Smoothed
3976 VXX.Adjusted_mva200 200 Day MA
3978 HOUST1F_YoY Privately Owned Housing Starts: 1-Unit Structures Year over Year
3991 GFDEBTN_Smooth Savitsky-Golay Smoothed (p=3, n=365) Federal Debt: Total Public Debt
3995 GFDEBTN_mva365 Federal Debt: Total Public Debt 365 Day MA
4013 HOUSTNSA_SmoothDer Derivative of Smoothed Housing Starts: Total: New Privately Owned Housing Units Started, NSA
4016 HOUSTNSA_mva200 Housing Starts: Total: New Privately Owned Housing Units Started, NSA 200 Day MA
4025 EXHOSLUSM495S_mva365 Existing Home Sales 365 Day MA
4031 MSPUS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Median Sales Price of Houses Sold for the United States (NSA)
4038 UMDMNO_YoY Manufacturers’ New Orders: Durable Goods (NSA) Year over Year
4039 UMDMNO_YoY4 Manufacturers’ New Orders: Durable Goods (NSA) 4 Year over 4 Year
4041 UMDMNO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Manufacturers’ New Orders: Durable Goods (NSA)
4043 UMDMNO_SmoothDer Derivative of Smoothed Manufacturers’ New Orders: Durable Goods (NSA)
4044 UMDMNO_Log Log of Manufacturers’ New Orders: Durable Goods (NSA)
4045 UMDMNO_mva365 Manufacturers’ New Orders: Durable Goods (NSA) 365 Day MA
4046 UMDMNO_mva200 Manufacturers’ New Orders: Durable Goods (NSA) 200 Day MA
4047 UMDMNO_mva050 Manufacturers’ New Orders: Durable Goods (NSA) 50 Day MA
4051 DGORDER_Smooth Savitsky-Golay Smoothed (p=3, n=365) Manufacturers’ New Orders: Durable Goods (SA)
4053 DGORDER_SmoothDer Derivative of Smoothed Manufacturers’ New Orders: Durable Goods (SA)
4054 DGORDER_Log Log of Manufacturers’ New Orders: Durable Goods (SA)
4055 DGORDER_mva365 Manufacturers’ New Orders: Durable Goods (SA) 365 Day MA
4056 DGORDER_mva200 Manufacturers’ New Orders: Durable Goods (SA) 200 Day MA
4057 DGORDER_mva050 Manufacturers’ New Orders: Durable Goods (SA) 50 Day MA
4061 CSUSHPINSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) S&P/Case-Shiller U.S. National Home Price Index (NSA)
4063 CSUSHPINSA_SmoothDer Derivative of Smoothed S&P/Case-Shiller U.S. National Home Price Index (NSA)
4064 CSUSHPINSA_Log Log of S&P/Case-Shiller U.S. National Home Price Index (NSA)
4065 CSUSHPINSA_mva365 S&P/Case-Shiller U.S. National Home Price Index (NSA) 365 Day MA
4066 CSUSHPINSA_mva200 S&P/Case-Shiller U.S. National Home Price Index (NSA) 200 Day MA
4067 CSUSHPINSA_mva050 S&P/Case-Shiller U.S. National Home Price Index (NSA) 50 Day MA
4069 GFDEGDQ188S_YoY4 Federal Debt: Total Public Debt as Percent of Gross Domestic Product 4 Year over 4 Year
4075 GFDEGDQ188S_mva365 Federal Debt: Total Public Debt as Percent of Gross Domestic Product 365 Day MA
4079 FYFSD_YoY4 Federal Surplus or Deficit 4 Year over 4 Year
4083 FYFSD_SmoothDer Derivative of Smoothed Federal Surplus or Deficit
4084 FYFSD_Log Log of Federal Surplus or Deficit
4087 FYFSD_mva050 Federal Surplus or Deficit 50 Day MA
4089 FYFSGDA188S_YoY4 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 4 Year over 4 Year
4090 FYFSGDA188S_YoY5 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 5 Year over 5 Year
4092 FYFSGDA188S_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
4094 FYFSGDA188S_Log Log of Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
4095 FYFSGDA188S_mva365 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 365 Day MA
4096 FYFSGDA188S_mva200 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 200 Day MA
4097 FYFSGDA188S_mva050 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 50 Day MA
4101 GDX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4103 GDX.Open_SmoothDer Derivative of Smoothed
4105 GDX.Open_mva365 365 Day MA
4106 GDX.Open_mva200 200 Day MA
4107 GDX.Open_mva050 50 Day MA
4111 GDX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4113 GDX.High_SmoothDer Derivative of Smoothed
4115 GDX.High_mva365 365 Day MA
4116 GDX.High_mva200 200 Day MA
4117 GDX.High_mva050 50 Day MA
4121 GDX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4123 GDX.Low_SmoothDer Derivative of Smoothed
4125 GDX.Low_mva365 365 Day MA
4126 GDX.Low_mva200 200 Day MA
4127 GDX.Low_mva050 50 Day MA
4131 GDX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4133 GDX.Close_SmoothDer Derivative of Smoothed
4135 GDX.Close_mva365 365 Day MA
4136 GDX.Close_mva200 200 Day MA
4137 GDX.Close_mva050 50 Day MA
4138 GDX.Volume_YoY Year over Year
4141 GDX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4151 GDX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4153 GDX.Adjusted_SmoothDer Derivative of Smoothed
4155 GDX.Adjusted_mva365 365 Day MA
4156 GDX.Adjusted_mva200 200 Day MA
4157 GDX.Adjusted_mva050 50 Day MA
4201 XLE.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4203 XLE.Volume_SmoothDer Derivative of Smoothed
4205 XLE.Volume_mva365 365 Day MA
4206 XLE.Volume_mva200 200 Day MA
4223 GSG.Open_SmoothDer Derivative of Smoothed
4226 GSG.Open_mva200 200 Day MA
4233 GSG.High_SmoothDer Derivative of Smoothed
4236 GSG.High_mva200 200 Day MA
4243 GSG.Low_SmoothDer Derivative of Smoothed
4246 GSG.Low_mva200 200 Day MA
4253 GSG.Close_SmoothDer Derivative of Smoothed
4256 GSG.Close_mva200 200 Day MA
4263 GSG.Volume_SmoothDer Derivative of Smoothed
4265 GSG.Volume_mva365 365 Day MA
4266 GSG.Volume_mva200 200 Day MA
4273 GSG.Adjusted_SmoothDer Derivative of Smoothed
4276 GSG.Adjusted_mva200 200 Day MA
4278 WALCL_YoY All Federal Reserve Banks: Total Assets Year over Year
4283 WALCL_SmoothDer Derivative of Smoothed All Federal Reserve Banks: Total Assets
4294 OUTMS_Log Log of Manufacturing Sector: Real Output
4295 OUTMS_mva365 Manufacturing Sector: Real Output 365 Day MA
4296 OUTMS_mva200 Manufacturing Sector: Real Output 200 Day MA
4297 OUTMS_mva050 Manufacturing Sector: Real Output 50 Day MA
4303 MANEMP_SmoothDer Derivative of Smoothed All Employees: Manufacturing
4314 PRS30006163_Log Log of Manufacturing Sector: Real Output Per Person
4315 PRS30006163_mva365 Manufacturing Sector: Real Output Per Person 365 Day MA
4316 PRS30006163_mva200 Manufacturing Sector: Real Output Per Person 200 Day MA
4317 PRS30006163_mva050 Manufacturing Sector: Real Output Per Person 50 Day MA
4323 BAMLC0A3CA_SmoothDer Derivative of Smoothed ICE BofAML US Corporate A Option-Adjusted Spread
4326 BAMLC0A3CA_mva200 ICE BofAML US Corporate A Option-Adjusted Spread 200 Day MA
4330 AAA_YoY5 Moody’s Seasoned Aaa Corporate Bond Yield 5 Year over 5 Year
4334 AAA_Log Log of Moody’s Seasoned Aaa Corporate Bond Yield
4335 AAA_mva365 Moody’s Seasoned Aaa Corporate Bond Yield 365 Day MA
4336 AAA_mva200 Moody’s Seasoned Aaa Corporate Bond Yield 200 Day MA
4337 AAA_mva050 Moody’s Seasoned Aaa Corporate Bond Yield 50 Day MA
4343 SOFR_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate
4351 SOFRVOL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Volume
4352 SOFRVOL_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Secured Overnight Financing Volume
4353 SOFRVOL_SmoothDer Derivative of Smoothed Secured Overnight Financing Volume
4355 SOFRVOL_mva365 Secured Overnight Financing Volume 365 Day MA
4356 SOFRVOL_mva200 Secured Overnight Financing Volume 200 Day MA
4357 SOFRVOL_mva050 Secured Overnight Financing Volume 50 Day MA
4363 SOFR99_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 99th Percentile
4373 SOFR75_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 75th Percentile
4383 SOFR25_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 25th Percentile
4384 SOFR25_Log Log of Secured Overnight Financing Rate: 25th Percentile
4393 SOFR1_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 1st Percentile
4394 SOFR1_Log Log of Secured Overnight Financing Rate: 1st Percentile
4403 OBFR_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate
4404 OBFR_Log Log of Overnight Bank Funding Rate
4413 OBFR99_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 99th Percentile
4418 OBFR75_YoY Overnight Bank Funding Rate: 75th Percentile Year over Year
4422 OBFR75_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Overnight Bank Funding Rate: 75th Percentile
4423 OBFR75_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 75th Percentile
4424 OBFR75_Log Log of Overnight Bank Funding Rate: 75th Percentile
4433 OBFR25_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 25th Percentile
4442 OBFR1_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Overnight Bank Funding Rate: 1st Percentile
4443 OBFR1_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 1st Percentile
4444 OBFR1_Log Log of Overnight Bank Funding Rate: 1st Percentile
4451 RPONTSYD_Smooth Savitsky-Golay Smoothed (p=3, n=365) Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4453 RPONTSYD_SmoothDer Derivative of Smoothed Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4454 RPONTSYD_Log Log of Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4458 IOER_YoY Interest Rate on Excess Reserves Year over Year
4460 IOER_YoY5 Interest Rate on Excess Reserves 5 Year over 5 Year
4464 IOER_Log Log of Interest Rate on Excess Reserves
4465 IOER_mva365 Interest Rate on Excess Reserves 365 Day MA
4466 IOER_mva200 Interest Rate on Excess Reserves 200 Day MA
4467 IOER_mva050 Interest Rate on Excess Reserves 50 Day MA
4468 WRESBAL_YoY Reserve Balances with Federal Reserve Banks Year over Year
4476 WRESBAL_mva200 Reserve Balances with Federal Reserve Banks 200 Day MA
4478 EXCSRESNW_YoY Excess Reserves of Depository Institutions Year over Year
4479 EXCSRESNW_YoY4 Excess Reserves of Depository Institutions 4 Year over 4 Year
4484 EXCSRESNW_Log Log of Excess Reserves of Depository Institutions
4485 EXCSRESNW_mva365 Excess Reserves of Depository Institutions 365 Day MA
4486 EXCSRESNW_mva200 Excess Reserves of Depository Institutions 200 Day MA
4487 EXCSRESNW_mva050 Excess Reserves of Depository Institutions 50 Day MA
4488 ECBASSETS_YoY Central Bank Assets for Euro Area (11-19 Countries) Year over Year
4489 ECBASSETS_YoY4 Central Bank Assets for Euro Area (11-19 Countries) 4 Year over 4 Year
4490 ECBASSETS_YoY5 Central Bank Assets for Euro Area (11-19 Countries) 5 Year over 5 Year
4494 ECBASSETS_Log Log of Central Bank Assets for Euro Area (11-19 Countries)
4495 ECBASSETS_mva365 Central Bank Assets for Euro Area (11-19 Countries) 365 Day MA
4496 ECBASSETS_mva200 Central Bank Assets for Euro Area (11-19 Countries) 200 Day MA
4497 ECBASSETS_mva050 Central Bank Assets for Euro Area (11-19 Countries) 50 Day MA
4504 EUNNGDP_Log Log of Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
4505 EUNNGDP_mva365 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 365 Day MA
4506 EUNNGDP_mva200 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 200 Day MA
4507 EUNNGDP_mva050 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 50 Day MA
4511 CEU0600000007_Smooth Savitsky-Golay Smoothed (p=3, n=365) Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing
4513 CEU0600000007_SmoothDer Derivative of Smoothed Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing
4514 CEU0600000007_Log Log of Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing
4517 CEU0600000007_mva050 Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 50 Day MA
4518 CURRENCY_YoY Currency Component of M1 (Seasonally Adjusted) Year over Year
4524 CURRENCY_Log Log of Currency Component of M1 (Seasonally Adjusted)
4525 CURRENCY_mva365 Currency Component of M1 (Seasonally Adjusted) 365 Day MA
4526 CURRENCY_mva200 Currency Component of M1 (Seasonally Adjusted) 200 Day MA
4527 CURRENCY_mva050 Currency Component of M1 (Seasonally Adjusted) 50 Day MA
4531 WCURRNS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Currency Component of M1
4533 WCURRNS_SmoothDer Derivative of Smoothed Currency Component of M1
4535 WCURRNS_mva365 Currency Component of M1 365 Day MA
4536 WCURRNS_mva200 Currency Component of M1 200 Day MA
4537 WCURRNS_mva050 Currency Component of M1 50 Day MA
4538 BOGMBASE_YoY Monetary Base; Total Year over Year
4546 BOGMBASE_mva200 Monetary Base; Total 200 Day MA
4553 PRS88003193_SmoothDer Derivative of Smoothed Nonfinancial Corporations Sector: Unit Profits
4563 PPIACO_SmoothDer Derivative of Smoothed Producer Price Index for All Commodities
4565 PPIACO_mva365 Producer Price Index for All Commodities 365 Day MA
4566 PPIACO_mva200 Producer Price Index for All Commodities 200 Day MA
4567 PPIACO_mva050 Producer Price Index for All Commodities 50 Day MA
4573 PCUOMFGOMFG_SmoothDer Derivative of Smoothed Producer Price Index by Industry: Total Manufacturing Industries
4574 PCUOMFGOMFG_Log Log of Producer Price Index by Industry: Total Manufacturing Industries
4575 PCUOMFGOMFG_mva365 Producer Price Index by Industry: Total Manufacturing Industries 365 Day MA
4576 PCUOMFGOMFG_mva200 Producer Price Index by Industry: Total Manufacturing Industries 200 Day MA
4577 PCUOMFGOMFG_mva050 Producer Price Index by Industry: Total Manufacturing Industries 50 Day MA
4584 POPTHM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Population (U.S.)
4585 POPTHM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Population (U.S.)
4590 POPTHM_Log Log of Population (U.S.)
4591 POPTHM_Log Log of Population (U.S.)
4592 POPTHM_mva365 Population (U.S.) 365 Day MA
4593 POPTHM_mva365 Population (U.S.) 365 Day MA
4594 POPTHM_mva200 Population (U.S.) 200 Day MA
4595 POPTHM_mva200 Population (U.S.) 200 Day MA
4596 POPTHM_mva050 Population (U.S.) 50 Day MA
4597 POPTHM_mva050 Population (U.S.) 50 Day MA
4604 POPTHM.1_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4605 POPTHM.1_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4610 POPTHM.1_Log Log of
4611 POPTHM.1_Log Log of
4612 POPTHM.1_mva365 365 Day MA
4613 POPTHM.1_mva365 365 Day MA
4614 POPTHM.1_mva200 200 Day MA
4615 POPTHM.1_mva200 200 Day MA
4616 POPTHM.1_mva050 50 Day MA
4617 POPTHM.1_mva050 50 Day MA
4625 CLF16OV_mva365 Civilian Labor Force Level, SA 365 Day MA
4626 CLF16OV_mva200 Civilian Labor Force Level, SA 200 Day MA
4633 LNU01000000_SmoothDer Derivative of Smoothed Civilian Labor Force Level, NSA
4635 LNU01000000_mva365 Civilian Labor Force Level, NSA 365 Day MA
4636 LNU01000000_mva200 Civilian Labor Force Level, NSA 200 Day MA
4646 LNU03000000_mva200 Unemployment Level (NSA) 200 Day MA
4649 UNEMPLOY_YoY4 Unemployment Level, seasonally adjusted 4 Year over 4 Year
4651 UNEMPLOY_Smooth Savitsky-Golay Smoothed (p=3, n=365) Unemployment Level, seasonally adjusted
4653 UNEMPLOY_SmoothDer Derivative of Smoothed Unemployment Level, seasonally adjusted
4654 UNEMPLOY_Log Log of Unemployment Level, seasonally adjusted
4655 UNEMPLOY_mva365 Unemployment Level, seasonally adjusted 365 Day MA
4656 UNEMPLOY_mva200 Unemployment Level, seasonally adjusted 200 Day MA
4657 UNEMPLOY_mva050 Unemployment Level, seasonally adjusted 50 Day MA
4665 RSAFS_mva365 Advance Retail Sales: Retail and Food Services 365 Day MA
4671 FRGSHPUSM649NCIS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Cass Freight Index: Shipments
4673 FRGSHPUSM649NCIS_SmoothDer Derivative of Smoothed Cass Freight Index: Shipments
4681 BOPGTB_Smooth Savitsky-Golay Smoothed (p=3, n=365) Trade Balance: Goods, Balance of Payments Basis (SA)
4683 BOPGTB_SmoothDer Derivative of Smoothed Trade Balance: Goods, Balance of Payments Basis (SA)
4684 BOPGTB_Log Log of Trade Balance: Goods, Balance of Payments Basis (SA)
4687 BOPGTB_mva050 Trade Balance: Goods, Balance of Payments Basis (SA) 50 Day MA
4690 TERMCBPER24NS_YoY5 Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 5 Year over 5 Year
4693 TERMCBPER24NS_SmoothDer Derivative of Smoothed Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
4704 A065RC1A027NBEA_Log Log of Personal income (NSA)
4705 A065RC1A027NBEA_mva365 Personal income (NSA) 365 Day MA
4706 A065RC1A027NBEA_mva200 Personal income (NSA) 200 Day MA
4707 A065RC1A027NBEA_mva050 Personal income (NSA) 50 Day MA
4715 PI_mva365 Personal income (SA) 365 Day MA
4716 PI_mva200 Personal income (SA) 200 Day MA
4725 PCE_mva365 Personal Consumption Expenditures (SA) 365 Day MA
4726 PCE_mva200 Personal Consumption Expenditures (SA) 200 Day MA
4731 A053RC1Q027SBEA_Smooth Savitsky-Golay Smoothed (p=3, n=365) National income: Corporate profits before tax (without IVA and CCAdj)
4735 A053RC1Q027SBEA_mva365 National income: Corporate profits before tax (without IVA and CCAdj) 365 Day MA
4741 CPROFIT_Smooth Savitsky-Golay Smoothed (p=3, n=365) Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
4745 CPROFIT_mva365 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 365 Day MA
4751 SPY.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4752 SPY.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4754 SPY.Open_Log Log of
4755 SPY.Open_mva365 365 Day MA
4761 SPY.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4762 SPY.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4764 SPY.High_Log Log of
4765 SPY.High_mva365 365 Day MA
4771 SPY.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4772 SPY.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4774 SPY.Low_Log Log of
4775 SPY.Low_mva365 365 Day MA
4781 SPY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4782 SPY.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4784 SPY.Close_Log Log of
4785 SPY.Close_mva365 365 Day MA
4795 SPY.Volume_mva365 365 Day MA
4796 SPY.Volume_mva200 200 Day MA
4801 SPY.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4802 SPY.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4804 SPY.Adjusted_Log Log of
4805 SPY.Adjusted_mva365 365 Day MA
4865 MDY.Adjusted_mva365 365 Day MA
4875 EES.Open_mva365 365 Day MA
4885 EES.High_mva365 365 Day MA
4905 EES.Close_mva365 365 Day MA
4914 EES.Volume_Log Log of
4916 EES.Volume_mva200 200 Day MA
4925 EES.Adjusted_mva365 365 Day MA
4975 IJR.Volume_mva365 365 Day MA
4976 IJR.Volume_mva200 200 Day MA
4991 VGSTX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4992 VGSTX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4993 VGSTX.Open_SmoothDer Derivative of Smoothed
4994 VGSTX.Open_Log Log of
5001 VGSTX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5002 VGSTX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5003 VGSTX.High_SmoothDer Derivative of Smoothed
5004 VGSTX.High_Log Log of
5011 VGSTX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5012 VGSTX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5013 VGSTX.Low_SmoothDer Derivative of Smoothed
5014 VGSTX.Low_Log Log of
5021 VGSTX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5022 VGSTX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5023 VGSTX.Close_SmoothDer Derivative of Smoothed
5024 VGSTX.Close_Log Log of
5028 VGSTX.Volume_YoY Year over Year
5029 VGSTX.Volume_YoY4 4 Year over 4 Year
5030 VGSTX.Volume_YoY5 5 Year over 5 Year
5031 VGSTX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5032 VGSTX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5033 VGSTX.Volume_SmoothDer Derivative of Smoothed
5034 VGSTX.Volume_Log Log of
5035 VGSTX.Volume_mva365 365 Day MA
5036 VGSTX.Volume_mva200 200 Day MA
5037 VGSTX.Volume_mva050 50 Day MA
5041 VGSTX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5042 VGSTX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5043 VGSTX.Adjusted_SmoothDer Derivative of Smoothed
5044 VGSTX.Adjusted_Log Log of
5045 VGSTX.Adjusted_mva365 365 Day MA
5047 VGSTX.Adjusted_mva050 50 Day MA
5051 VFINX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5052 VFINX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5054 VFINX.Open_Log Log of
5055 VFINX.Open_mva365 365 Day MA
5061 VFINX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5062 VFINX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5064 VFINX.High_Log Log of
5065 VFINX.High_mva365 365 Day MA
5071 VFINX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5072 VFINX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5074 VFINX.Low_Log Log of
5075 VFINX.Low_mva365 365 Day MA
5081 VFINX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5082 VFINX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5084 VFINX.Close_Log Log of
5085 VFINX.Close_mva365 365 Day MA
5088 VFINX.Volume_YoY Year over Year
5089 VFINX.Volume_YoY4 4 Year over 4 Year
5090 VFINX.Volume_YoY5 5 Year over 5 Year
5091 VFINX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5092 VFINX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5093 VFINX.Volume_SmoothDer Derivative of Smoothed
5094 VFINX.Volume_Log Log of
5095 VFINX.Volume_mva365 365 Day MA
5096 VFINX.Volume_mva200 200 Day MA
5097 VFINX.Volume_mva050 50 Day MA
5101 VFINX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5102 VFINX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5104 VFINX.Adjusted_Log Log of
5105 VFINX.Adjusted_mva365 365 Day MA
5115 VOE.Open_mva365 365 Day MA
5125 VOE.High_mva365 365 Day MA
5135 VOE.Low_mva365 365 Day MA
5145 VOE.Close_mva365 365 Day MA
5165 VOE.Adjusted_mva365 365 Day MA
5171 VOT.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5172 VOT.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5174 VOT.Open_Log Log of
5175 VOT.Open_mva365 365 Day MA
5176 VOT.Open_mva200 200 Day MA
5177 VOT.Open_mva050 50 Day MA
5181 VOT.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5182 VOT.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5184 VOT.High_Log Log of
5185 VOT.High_mva365 365 Day MA
5186 VOT.High_mva200 200 Day MA
5187 VOT.High_mva050 50 Day MA
5191 VOT.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5192 VOT.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5194 VOT.Low_Log Log of
5195 VOT.Low_mva365 365 Day MA
5196 VOT.Low_mva200 200 Day MA
5197 VOT.Low_mva050 50 Day MA
5201 VOT.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5202 VOT.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5204 VOT.Close_Log Log of
5205 VOT.Close_mva365 365 Day MA
5206 VOT.Close_mva200 200 Day MA
5207 VOT.Close_mva050 50 Day MA
5215 VOT.Volume_mva365 365 Day MA
5221 VOT.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5222 VOT.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5224 VOT.Adjusted_Log Log of
5225 VOT.Adjusted_mva365 365 Day MA
5226 VOT.Adjusted_mva200 200 Day MA
5227 VOT.Adjusted_mva050 50 Day MA
5228 TMFGX.Open_YoY Year over Year
5234 TMFGX.Open_Log Log of
5235 TMFGX.Open_mva365 365 Day MA
5236 TMFGX.Open_mva200 200 Day MA
5237 TMFGX.Open_mva050 50 Day MA
5238 TMFGX.High_YoY Year over Year
5244 TMFGX.High_Log Log of
5245 TMFGX.High_mva365 365 Day MA
5246 TMFGX.High_mva200 200 Day MA
5247 TMFGX.High_mva050 50 Day MA
5248 TMFGX.Low_YoY Year over Year
5254 TMFGX.Low_Log Log of
5255 TMFGX.Low_mva365 365 Day MA
5256 TMFGX.Low_mva200 200 Day MA
5257 TMFGX.Low_mva050 50 Day MA
5258 TMFGX.Close_YoY Year over Year
5264 TMFGX.Close_Log Log of
5265 TMFGX.Close_mva365 365 Day MA
5266 TMFGX.Close_mva200 200 Day MA
5267 TMFGX.Close_mva050 50 Day MA
5268 TMFGX.Volume_YoY Year over Year
5269 TMFGX.Volume_YoY4 4 Year over 4 Year
5270 TMFGX.Volume_YoY5 5 Year over 5 Year
5271 TMFGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5272 TMFGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5273 TMFGX.Volume_SmoothDer Derivative of Smoothed
5274 TMFGX.Volume_Log Log of
5275 TMFGX.Volume_mva365 365 Day MA
5276 TMFGX.Volume_mva200 200 Day MA
5277 TMFGX.Volume_mva050 50 Day MA
5278 TMFGX.Adjusted_YoY Year over Year
5284 TMFGX.Adjusted_Log Log of
5285 TMFGX.Adjusted_mva365 365 Day MA
5286 TMFGX.Adjusted_mva200 200 Day MA
5287 TMFGX.Adjusted_mva050 50 Day MA
5333 IWM.Volume_SmoothDer Derivative of Smoothed
5336 IWM.Volume_mva200 200 Day MA
5345 IWM.Adjusted_mva365 365 Day MA
5351 ONEQ.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5352 ONEQ.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5354 ONEQ.Open_Log Log of
5355 ONEQ.Open_mva365 365 Day MA
5361 ONEQ.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5362 ONEQ.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5364 ONEQ.High_Log Log of
5365 ONEQ.High_mva365 365 Day MA
5371 ONEQ.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5372 ONEQ.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5374 ONEQ.Low_Log Log of
5375 ONEQ.Low_mva365 365 Day MA
5381 ONEQ.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5382 ONEQ.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5384 ONEQ.Close_Log Log of
5385 ONEQ.Close_mva365 365 Day MA
5395 ONEQ.Volume_mva365 365 Day MA
5396 ONEQ.Volume_mva200 200 Day MA
5401 ONEQ.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5402 ONEQ.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5404 ONEQ.Adjusted_Log Log of
5405 ONEQ.Adjusted_mva365 365 Day MA
5415 FSMAX.Open_mva365 365 Day MA
5425 FSMAX.High_mva365 365 Day MA
5435 FSMAX.Low_mva365 365 Day MA
5445 FSMAX.Close_mva365 365 Day MA
5448 FSMAX.Volume_YoY Year over Year
5449 FSMAX.Volume_YoY4 4 Year over 4 Year
5450 FSMAX.Volume_YoY5 5 Year over 5 Year
5451 FSMAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5452 FSMAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5453 FSMAX.Volume_SmoothDer Derivative of Smoothed
5454 FSMAX.Volume_Log Log of
5455 FSMAX.Volume_mva365 365 Day MA
5456 FSMAX.Volume_mva200 200 Day MA
5457 FSMAX.Volume_mva050 50 Day MA
5465 FSMAX.Adjusted_mva365 365 Day MA
5471 FXNAX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5473 FXNAX.Open_SmoothDer Derivative of Smoothed
5475 FXNAX.Open_mva365 365 Day MA
5481 FXNAX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5483 FXNAX.High_SmoothDer Derivative of Smoothed
5485 FXNAX.High_mva365 365 Day MA
5491 FXNAX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5493 FXNAX.Low_SmoothDer Derivative of Smoothed
5495 FXNAX.Low_mva365 365 Day MA
5501 FXNAX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5503 FXNAX.Close_SmoothDer Derivative of Smoothed
5505 FXNAX.Close_mva365 365 Day MA
5508 FXNAX.Volume_YoY Year over Year
5509 FXNAX.Volume_YoY4 4 Year over 4 Year
5510 FXNAX.Volume_YoY5 5 Year over 5 Year
5511 FXNAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5512 FXNAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5513 FXNAX.Volume_SmoothDer Derivative of Smoothed
5514 FXNAX.Volume_Log Log of
5515 FXNAX.Volume_mva365 365 Day MA
5516 FXNAX.Volume_mva200 200 Day MA
5517 FXNAX.Volume_mva050 50 Day MA
5521 FXNAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5522 FXNAX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5523 FXNAX.Adjusted_SmoothDer Derivative of Smoothed
5525 FXNAX.Adjusted_mva365 365 Day MA
5526 FXNAX.Adjusted_mva200 200 Day MA
5528 HAINX.Open_YoY Year over Year
5531 HAINX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5532 HAINX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5533 HAINX.Open_SmoothDer Derivative of Smoothed
5534 HAINX.Open_Log Log of
5535 HAINX.Open_mva365 365 Day MA
5536 HAINX.Open_mva200 200 Day MA
5537 HAINX.Open_mva050 50 Day MA
5538 HAINX.High_YoY Year over Year
5541 HAINX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5542 HAINX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5543 HAINX.High_SmoothDer Derivative of Smoothed
5544 HAINX.High_Log Log of
5545 HAINX.High_mva365 365 Day MA
5546 HAINX.High_mva200 200 Day MA
5547 HAINX.High_mva050 50 Day MA
5548 HAINX.Low_YoY Year over Year
5551 HAINX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5552 HAINX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5553 HAINX.Low_SmoothDer Derivative of Smoothed
5554 HAINX.Low_Log Log of
5555 HAINX.Low_mva365 365 Day MA
5556 HAINX.Low_mva200 200 Day MA
5557 HAINX.Low_mva050 50 Day MA
5558 HAINX.Close_YoY Year over Year
5561 HAINX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5562 HAINX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5563 HAINX.Close_SmoothDer Derivative of Smoothed
5564 HAINX.Close_Log Log of
5565 HAINX.Close_mva365 365 Day MA
5566 HAINX.Close_mva200 200 Day MA
5567 HAINX.Close_mva050 50 Day MA
5568 HAINX.Volume_YoY Year over Year
5569 HAINX.Volume_YoY4 4 Year over 4 Year
5570 HAINX.Volume_YoY5 5 Year over 5 Year
5571 HAINX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5572 HAINX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5573 HAINX.Volume_SmoothDer Derivative of Smoothed
5574 HAINX.Volume_Log Log of
5575 HAINX.Volume_mva365 365 Day MA
5576 HAINX.Volume_mva200 200 Day MA
5577 HAINX.Volume_mva050 50 Day MA
5578 HAINX.Adjusted_YoY Year over Year
5581 HAINX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5582 HAINX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5583 HAINX.Adjusted_SmoothDer Derivative of Smoothed
5584 HAINX.Adjusted_Log Log of
5585 HAINX.Adjusted_mva365 365 Day MA
5586 HAINX.Adjusted_mva200 200 Day MA
5587 HAINX.Adjusted_mva050 50 Day MA
5592 HNACX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5594 HNACX.Open_Log Log of
5602 HNACX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5604 HNACX.High_Log Log of
5612 HNACX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5614 HNACX.Low_Log Log of
5622 HNACX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5624 HNACX.Close_Log Log of
5628 HNACX.Volume_YoY Year over Year
5629 HNACX.Volume_YoY4 4 Year over 4 Year
5630 HNACX.Volume_YoY5 5 Year over 5 Year
5631 HNACX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5632 HNACX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5633 HNACX.Volume_SmoothDer Derivative of Smoothed
5634 HNACX.Volume_Log Log of
5635 HNACX.Volume_mva365 365 Day MA
5636 HNACX.Volume_mva200 200 Day MA
5637 HNACX.Volume_mva050 50 Day MA
5641 HNACX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5642 HNACX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5644 HNACX.Adjusted_Log Log of
5645 HNACX.Adjusted_mva365 365 Day MA
5648 VEU.Open_YoY Year over Year
5649 VEU.Open_YoY4 4 Year over 4 Year
5651 VEU.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5652 VEU.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5653 VEU.Open_SmoothDer Derivative of Smoothed
5654 VEU.Open_Log Log of
5655 VEU.Open_mva365 365 Day MA
5656 VEU.Open_mva200 200 Day MA
5657 VEU.Open_mva050 50 Day MA
5658 VEU.High_YoY Year over Year
5659 VEU.High_YoY4 4 Year over 4 Year
5661 VEU.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5662 VEU.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5663 VEU.High_SmoothDer Derivative of Smoothed
5664 VEU.High_Log Log of
5665 VEU.High_mva365 365 Day MA
5666 VEU.High_mva200 200 Day MA
5667 VEU.High_mva050 50 Day MA
5668 VEU.Low_YoY Year over Year
5669 VEU.Low_YoY4 4 Year over 4 Year
5671 VEU.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5672 VEU.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5673 VEU.Low_SmoothDer Derivative of Smoothed
5675 VEU.Low_mva365 365 Day MA
5676 VEU.Low_mva200 200 Day MA
5677 VEU.Low_mva050 50 Day MA
5678 VEU.Close_YoY Year over Year
5679 VEU.Close_YoY4 4 Year over 4 Year
5681 VEU.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5682 VEU.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5683 VEU.Close_SmoothDer Derivative of Smoothed
5684 VEU.Close_Log Log of
5685 VEU.Close_mva365 365 Day MA
5686 VEU.Close_mva200 200 Day MA
5687 VEU.Close_mva050 50 Day MA
5695 VEU.Volume_mva365 365 Day MA
5698 VEU.Adjusted_YoY Year over Year
5699 VEU.Adjusted_YoY4 4 Year over 4 Year
5701 VEU.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5702 VEU.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5703 VEU.Adjusted_SmoothDer Derivative of Smoothed
5704 VEU.Adjusted_Log Log of
5705 VEU.Adjusted_mva365 365 Day MA
5706 VEU.Adjusted_mva200 200 Day MA
5707 VEU.Adjusted_mva050 50 Day MA
5748 VEIRX.Volume_YoY Year over Year
5749 VEIRX.Volume_YoY4 4 Year over 4 Year
5750 VEIRX.Volume_YoY5 5 Year over 5 Year
5751 VEIRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5752 VEIRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5753 VEIRX.Volume_SmoothDer Derivative of Smoothed
5754 VEIRX.Volume_Log Log of
5755 VEIRX.Volume_mva365 365 Day MA
5756 VEIRX.Volume_mva200 200 Day MA
5757 VEIRX.Volume_mva050 50 Day MA
5761 VEIRX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5762 VEIRX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5765 VEIRX.Adjusted_mva365 365 Day MA
5771 BIL.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5773 BIL.Open_SmoothDer Derivative of Smoothed
5781 BIL.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5783 BIL.High_SmoothDer Derivative of Smoothed
5791 BIL.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5793 BIL.Low_SmoothDer Derivative of Smoothed
5801 BIL.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5803 BIL.Close_SmoothDer Derivative of Smoothed
5815 BIL.Volume_mva365 365 Day MA
5819 BIL.Adjusted_YoY4 4 Year over 4 Year
5820 BIL.Adjusted_YoY5 5 Year over 5 Year
5821 BIL.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5822 BIL.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5824 BIL.Adjusted_Log Log of
5825 BIL.Adjusted_mva365 365 Day MA
5826 BIL.Adjusted_mva200 200 Day MA
5827 BIL.Adjusted_mva050 50 Day MA
5874 IVOO.Volume_Log Log of
5875 IVOO.Volume_mva365 365 Day MA
5885 IVOO.Adjusted_mva365 365 Day MA
5891 VO.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5892 VO.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5894 VO.Open_Log Log of
5895 VO.Open_mva365 365 Day MA
5901 VO.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5902 VO.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5904 VO.High_Log Log of
5905 VO.High_mva365 365 Day MA
5911 VO.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5912 VO.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5914 VO.Low_Log Log of
5915 VO.Low_mva365 365 Day MA
5921 VO.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5922 VO.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5924 VO.Close_Log Log of
5925 VO.Close_mva365 365 Day MA
5934 VO.Volume_Log Log of
5935 VO.Volume_mva365 365 Day MA
5941 VO.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5942 VO.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5944 VO.Adjusted_Log Log of
5945 VO.Adjusted_mva365 365 Day MA
5955 CZA.Open_mva365 365 Day MA
5965 CZA.High_mva365 365 Day MA
5975 CZA.Low_mva365 365 Day MA
5985 CZA.Close_mva365 365 Day MA
5994 CZA.Volume_Log Log of
6005 CZA.Adjusted_mva365 365 Day MA
6015 VYM.Open_mva365 365 Day MA
6025 VYM.High_mva365 365 Day MA
6035 VYM.Low_mva365 365 Day MA
6045 VYM.Close_mva365 365 Day MA
6055 VYM.Volume_mva365 365 Day MA
6061 VYM.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6062 VYM.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6065 VYM.Adjusted_mva365 365 Day MA
6071 ACWI.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6072 ACWI.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6073 ACWI.Open_SmoothDer Derivative of Smoothed
6074 ACWI.Open_Log Log of
6075 ACWI.Open_mva365 365 Day MA
6077 ACWI.Open_mva050 50 Day MA
6081 ACWI.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6082 ACWI.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6083 ACWI.High_SmoothDer Derivative of Smoothed
6084 ACWI.High_Log Log of
6085 ACWI.High_mva365 365 Day MA
6086 ACWI.High_mva200 200 Day MA
6087 ACWI.High_mva050 50 Day MA
6091 ACWI.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6092 ACWI.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6093 ACWI.Low_SmoothDer Derivative of Smoothed
6094 ACWI.Low_Log Log of
6095 ACWI.Low_mva365 365 Day MA
6097 ACWI.Low_mva050 50 Day MA
6101 ACWI.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6102 ACWI.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6103 ACWI.Close_SmoothDer Derivative of Smoothed
6104 ACWI.Close_Log Log of
6105 ACWI.Close_mva365 365 Day MA
6107 ACWI.Close_mva050 50 Day MA
6121 ACWI.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6122 ACWI.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6123 ACWI.Adjusted_SmoothDer Derivative of Smoothed
6124 ACWI.Adjusted_Log Log of
6125 ACWI.Adjusted_mva365 365 Day MA
6126 ACWI.Adjusted_mva200 200 Day MA
6127 ACWI.Adjusted_mva050 50 Day MA
6128 SLY.Open_YoY Year over Year
6134 SLY.Open_Log Log of
6135 SLY.Open_mva365 365 Day MA
6136 SLY.Open_mva200 200 Day MA
6137 SLY.Open_mva050 50 Day MA
6138 SLY.High_YoY Year over Year
6144 SLY.High_Log Log of
6145 SLY.High_mva365 365 Day MA
6146 SLY.High_mva200 200 Day MA
6147 SLY.High_mva050 50 Day MA
6148 SLY.Low_YoY Year over Year
6154 SLY.Low_Log Log of
6155 SLY.Low_mva365 365 Day MA
6156 SLY.Low_mva200 200 Day MA
6157 SLY.Low_mva050 50 Day MA
6158 SLY.Close_YoY Year over Year
6164 SLY.Close_Log Log of
6165 SLY.Close_mva365 365 Day MA
6166 SLY.Close_mva200 200 Day MA
6167 SLY.Close_mva050 50 Day MA
6168 SLY.Volume_YoY Year over Year
6174 SLY.Volume_Log Log of
6175 SLY.Volume_mva365 365 Day MA
6176 SLY.Volume_mva200 200 Day MA
6177 SLY.Volume_mva050 50 Day MA
6178 SLY.Adjusted_YoY Year over Year
6184 SLY.Adjusted_Log Log of
6185 SLY.Adjusted_mva365 365 Day MA
6186 SLY.Adjusted_mva200 200 Day MA
6187 SLY.Adjusted_mva050 50 Day MA
6191 QQQ.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6192 QQQ.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6194 QQQ.Open_Log Log of
6195 QQQ.Open_mva365 365 Day MA
6201 QQQ.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6202 QQQ.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6204 QQQ.High_Log Log of
6205 QQQ.High_mva365 365 Day MA
6206 QQQ.High_mva200 200 Day MA
6211 QQQ.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6212 QQQ.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6214 QQQ.Low_Log Log of
6215 QQQ.Low_mva365 365 Day MA
6221 QQQ.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6222 QQQ.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6224 QQQ.Close_Log Log of
6225 QQQ.Close_mva365 365 Day MA
6233 QQQ.Volume_SmoothDer Derivative of Smoothed
6235 QQQ.Volume_mva365 365 Day MA
6236 QQQ.Volume_mva200 200 Day MA
6241 QQQ.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6242 QQQ.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6244 QQQ.Adjusted_Log Log of
6245 QQQ.Adjusted_mva365 365 Day MA
6246 QQQ.Adjusted_mva200 200 Day MA
6247 QQQ.Adjusted_mva050 50 Day MA
6294 HYMB.Volume_Log Log of
6296 HYMB.Volume_mva200 200 Day MA
6305 HYMB.Adjusted_mva365 365 Day MA
6311 GOLD.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6313 GOLD.Open_SmoothDer Derivative of Smoothed
6315 GOLD.Open_mva365 365 Day MA
6317 GOLD.Open_mva050 50 Day MA
6321 GOLD.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6323 GOLD.High_SmoothDer Derivative of Smoothed
6325 GOLD.High_mva365 365 Day MA
6327 GOLD.High_mva050 50 Day MA
6331 GOLD.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6333 GOLD.Low_SmoothDer Derivative of Smoothed
6335 GOLD.Low_mva365 365 Day MA
6337 GOLD.Low_mva050 50 Day MA
6341 GOLD.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6343 GOLD.Close_SmoothDer Derivative of Smoothed
6345 GOLD.Close_mva365 365 Day MA
6347 GOLD.Close_mva050 50 Day MA
6354 GOLD.Volume_Log Log of
6361 GOLD.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6363 GOLD.Adjusted_SmoothDer Derivative of Smoothed
6365 GOLD.Adjusted_mva365 365 Day MA
6367 GOLD.Adjusted_mva050 50 Day MA
6374 BKR.Open_Log Log of
6375 BKR.Open_mva365 365 Day MA
6385 BKR.High_mva365 365 Day MA
6395 BKR.Low_mva365 365 Day MA
6405 BKR.Close_mva365 365 Day MA
6414 BKR.Volume_Log Log of
6415 BKR.Volume_mva365 365 Day MA
6416 BKR.Volume_mva200 200 Day MA
6425 BKR.Adjusted_mva365 365 Day MA
6475 SLB.Volume_mva365 365 Day MA
6476 SLB.Volume_mva200 200 Day MA
6493 HAL.Open_SmoothDer Derivative of Smoothed
6494 HAL.Open_Log Log of
6503 HAL.High_SmoothDer Derivative of Smoothed
6513 HAL.Low_SmoothDer Derivative of Smoothed
6523 HAL.Close_SmoothDer Derivative of Smoothed
6531 HAL.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6533 HAL.Volume_SmoothDer Derivative of Smoothed
6534 HAL.Volume_Log Log of
6536 HAL.Volume_mva200 200 Day MA
6543 HAL.Adjusted_SmoothDer Derivative of Smoothed
6554 IP.Open_Log Log of
6555 IP.Open_mva365 365 Day MA
6565 IP.High_mva365 365 Day MA
6575 IP.Low_mva365 365 Day MA
6585 IP.Close_mva365 365 Day MA
6605 IP.Adjusted_mva365 365 Day MA
6615 PKG.Open_mva365 365 Day MA
6625 PKG.High_mva365 365 Day MA
6635 PKG.Low_mva365 365 Day MA
6645 PKG.Close_mva365 365 Day MA
6665 PKG.Adjusted_mva365 365 Day MA
6715 UPS.Volume_mva365 365 Day MA
6771 FDX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6772 FDX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6773 FDX.Volume_SmoothDer Derivative of Smoothed
6791 T.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6794 T.Open_Log Log of
6795 T.Open_mva365 365 Day MA
6796 T.Open_mva200 200 Day MA
6801 T.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6805 T.High_mva365 365 Day MA
6806 T.High_mva200 200 Day MA
6811 T.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6815 T.Low_mva365 365 Day MA
6816 T.Low_mva200 200 Day MA
6817 T.Low_mva050 50 Day MA
6821 T.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6825 T.Close_mva365 365 Day MA
6826 T.Close_mva200 200 Day MA
6827 T.Close_mva050 50 Day MA
6841 T.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6845 T.Adjusted_mva365 365 Day MA
6846 T.Adjusted_mva200 200 Day MA
6847 T.Adjusted_mva050 50 Day MA
6851 VZ.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6853 VZ.Open_SmoothDer Derivative of Smoothed
6855 VZ.Open_mva365 365 Day MA
6861 VZ.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6863 VZ.High_SmoothDer Derivative of Smoothed
6865 VZ.High_mva365 365 Day MA
6871 VZ.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6873 VZ.Low_SmoothDer Derivative of Smoothed
6875 VZ.Low_mva365 365 Day MA
6881 VZ.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6883 VZ.Close_SmoothDer Derivative of Smoothed
6885 VZ.Close_mva365 365 Day MA
6901 VZ.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6903 VZ.Adjusted_SmoothDer Derivative of Smoothed
6905 VZ.Adjusted_mva365 365 Day MA
6906 VZ.Adjusted_mva200 200 Day MA
6908 PETA103600001M_YoY U.S. Total Gasoline Retail Sales by Refiners, Monthly Year over Year
6909 PETA103600001M_YoY4 U.S. Total Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
6914 PETA103600001M_Log Log of U.S. Total Gasoline Retail Sales by Refiners, Monthly
6915 PETA103600001M_mva365 U.S. Total Gasoline Retail Sales by Refiners, Monthly 365 Day MA
6916 PETA103600001M_mva200 U.S. Total Gasoline Retail Sales by Refiners, Monthly 200 Day MA
6917 PETA103600001M_mva050 U.S. Total Gasoline Retail Sales by Refiners, Monthly 50 Day MA
6918 PETA123600001M_YoY U.S. Regular Gasoline Retail Sales by Refiners, Monthly Year over Year
6919 PETA123600001M_YoY4 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
6924 PETA123600001M_Log Log of U.S. Regular Gasoline Retail Sales by Refiners, Monthly
6925 PETA123600001M_mva365 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 365 Day MA
6926 PETA123600001M_mva200 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 200 Day MA
6927 PETA123600001M_mva050 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 50 Day MA
6928 PETA143B00001M_YoY U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly Year over Year
6929 PETA143B00001M_YoY4 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
6930 PETA143B00001M_YoY5 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 5 Year over 5 Year
6934 PETA143B00001M_Log Log of U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
6935 PETA143B00001M_mva365 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 365 Day MA
6936 PETA143B00001M_mva200 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 200 Day MA
6937 PETA143B00001M_mva050 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 50 Day MA
6938 PETA133B00001M_YoY U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly Year over Year
6944 PETA133B00001M_Log Log of U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
6945 PETA133B00001M_mva365 U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 365 Day MA
6946 PETA133B00001M_mva200 U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 200 Day MA
6947 PETA133B00001M_mva050 U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 50 Day MA
6948 TOTALOGNRPUSM_YoY Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly Year over Year
6950 TOTALOGNRPUSM_YoY5 Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 5 Year over 5 Year
6960 TOTALPANRPUSM_YoY5 Crude Oil Rotary Rigs in Operation, Monthly 5 Year over 5 Year
6970 TOTALNGNRPUSM_YoY5 Natural Gas Rotary Rigs in Operation, Monthly 5 Year over 5 Year
6971 TOTALNGNRPUSM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Natural Gas Rotary Rigs in Operation, Monthly
6974 TOTALNGNRPUSM_Log Log of Natural Gas Rotary Rigs in Operation, Monthly
6976 TOTALNGNRPUSM_mva200 Natural Gas Rotary Rigs in Operation, Monthly 200 Day MA
6977 TOTALNGNRPUSM_mva050 Natural Gas Rotary Rigs in Operation, Monthly 50 Day MA
6978 BKRTotal_YoY Total Rig Count Year over Year
6980 BKRTotal_YoY5 Total Rig Count 5 Year over 5 Year
6984 BKRTotal_Log Log of Total Rig Count
6985 BKRTotal_mva365 Total Rig Count 365 Day MA
6986 BKRTotal_mva200 Total Rig Count 200 Day MA
6987 BKRTotal_mva050 Total Rig Count 50 Day MA
6988 BKRGas_YoY Gas Rig Count Year over Year
6994 BKRGas_Log Log of Gas Rig Count
6995 BKRGas_mva365 Gas Rig Count 365 Day MA
6996 BKRGas_mva200 Gas Rig Count 200 Day MA
6997 BKRGas_mva050 Gas Rig Count 50 Day MA
6998 BKROil_YoY Oil Rig Count Year over Year
7000 BKROil_YoY5 Oil Rig Count 5 Year over 5 Year
7004 BKROil_Log Log of Oil Rig Count
7005 BKROil_mva365 Oil Rig Count 365 Day MA
7006 BKROil_mva200 Oil Rig Count 200 Day MA
7007 BKROil_mva050 Oil Rig Count 50 Day MA
7008 FARMINCOME_YoY Net Farm Income Year over Year
7009 FARMINCOME_YoY4 Net Farm Income 4 Year over 4 Year
7010 FARMINCOME_YoY5 Net Farm Income 5 Year over 5 Year
7014 FARMINCOME_Log Log of Net Farm Income
7015 FARMINCOME_mva365 Net Farm Income 365 Day MA
7016 FARMINCOME_mva200 Net Farm Income 200 Day MA
7017 FARMINCOME_mva050 Net Farm Income 50 Day MA
7018 OPEARNINGSPERSHARE_YoY Operating Earnings per Share Year over Year
7024 OPEARNINGSPERSHARE_Log Log of Operating Earnings per Share
7025 OPEARNINGSPERSHARE_mva365 Operating Earnings per Share 365 Day MA
7026 OPEARNINGSPERSHARE_mva200 Operating Earnings per Share 200 Day MA
7027 OPEARNINGSPERSHARE_mva050 Operating Earnings per Share 50 Day MA
7028 AREARNINGSPERSHARE_YoY As-Reported Earnings per Share Year over Year
7034 AREARNINGSPERSHARE_Log Log of As-Reported Earnings per Share
7035 AREARNINGSPERSHARE_mva365 As-Reported Earnings per Share 365 Day MA
7036 AREARNINGSPERSHARE_mva200 As-Reported Earnings per Share 200 Day MA
7037 AREARNINGSPERSHARE_mva050 As-Reported Earnings per Share 50 Day MA
7038 CASHDIVIDENDSPERSHR_YoY Cash Dividends per Share Year over Year
7039 CASHDIVIDENDSPERSHR_YoY4 Cash Dividends per Share 4 Year over 4 Year
7040 CASHDIVIDENDSPERSHR_YoY5 Cash Dividends per Share 5 Year over 5 Year
7044 CASHDIVIDENDSPERSHR_Log Log of Cash Dividends per Share
7045 CASHDIVIDENDSPERSHR_mva365 Cash Dividends per Share 365 Day MA
7046 CASHDIVIDENDSPERSHR_mva200 Cash Dividends per Share 200 Day MA
7047 CASHDIVIDENDSPERSHR_mva050 Cash Dividends per Share 50 Day MA
7048 SALESPERSHR_YoY Sales per Share Year over Year
7050 SALESPERSHR_YoY5 Sales per Share 5 Year over 5 Year
7054 SALESPERSHR_Log Log of Sales per Share
7055 SALESPERSHR_mva365 Sales per Share 365 Day MA
7056 SALESPERSHR_mva200 Sales per Share 200 Day MA
7057 SALESPERSHR_mva050 Sales per Share 50 Day MA
7058 BOOKVALPERSHR_YoY Book value per Share Year over Year
7064 BOOKVALPERSHR_Log Log of Book value per Share
7065 BOOKVALPERSHR_mva365 Book value per Share 365 Day MA
7066 BOOKVALPERSHR_mva200 Book value per Share 200 Day MA
7067 BOOKVALPERSHR_mva050 Book value per Share 50 Day MA
7068 CAPEXPERSHR_YoY Cap ex per Share Year over Year
7070 CAPEXPERSHR_YoY5 Cap ex per Share 5 Year over 5 Year
7074 CAPEXPERSHR_Log Log of Cap ex per Share
7075 CAPEXPERSHR_mva365 Cap ex per Share 365 Day MA
7076 CAPEXPERSHR_mva200 Cap ex per Share 200 Day MA
7077 CAPEXPERSHR_mva050 Cap ex per Share 50 Day MA
7078 PRICE_YoY Price Year over Year
7084 PRICE_Log Log of Price
7085 PRICE_mva365 Price 365 Day MA
7086 PRICE_mva200 Price 200 Day MA
7087 PRICE_mva050 Price 50 Day MA
7088 OPEARNINGSTTM_YoY TTM Operating Earnings Year over Year
7090 OPEARNINGSTTM_YoY5 TTM Operating Earnings 5 Year over 5 Year
7094 OPEARNINGSTTM_Log Log of TTM Operating Earnings
7095 OPEARNINGSTTM_mva365 TTM Operating Earnings 365 Day MA
7096 OPEARNINGSTTM_mva200 TTM Operating Earnings 200 Day MA
7097 OPEARNINGSTTM_mva050 TTM Operating Earnings 50 Day MA
7098 AREARNINGSTTM_YoY TTM Reported Earnings Year over Year
7100 AREARNINGSTTM_YoY5 TTM Reported Earnings 5 Year over 5 Year
7104 AREARNINGSTTM_Log Log of TTM Reported Earnings
7105 AREARNINGSTTM_mva365 TTM Reported Earnings 365 Day MA
7106 AREARNINGSTTM_mva200 TTM Reported Earnings 200 Day MA
7107 AREARNINGSTTM_mva050 TTM Reported Earnings 50 Day MA
7108 FINRAMarginDebt_YoY Margin Debt Year over Year
7114 FINRAMarginDebt_Log Log of Margin Debt
7115 FINRAMarginDebt_mva365 Margin Debt 365 Day MA
7116 FINRAMarginDebt_mva200 Margin Debt 200 Day MA
7117 FINRAMarginDebt_mva050 Margin Debt 50 Day MA
7118 FINRAFreeCreditMargin_YoY Free Credit Balances in Customers’ Securities Margin Accounts Year over Year
7124 FINRAFreeCreditMargin_Log Log of Free Credit Balances in Customers’ Securities Margin Accounts
7125 FINRAFreeCreditMargin_mva365 Free Credit Balances in Customers’ Securities Margin Accounts 365 Day MA
7126 FINRAFreeCreditMargin_mva200 Free Credit Balances in Customers’ Securities Margin Accounts 200 Day MA
7127 FINRAFreeCreditMargin_mva050 Free Credit Balances in Customers’ Securities Margin Accounts 50 Day MA
7128 OCCEquityVolume_YoY Equity Options Volume Year over Year
7129 OCCEquityVolume_YoY4 Equity Options Volume 4 Year over 4 Year
7130 OCCEquityVolume_YoY5 Equity Options Volume 5 Year over 5 Year
7134 OCCEquityVolume_Log Log of Equity Options Volume
7135 OCCEquityVolume_mva365 Equity Options Volume 365 Day MA
7136 OCCEquityVolume_mva200 Equity Options Volume 200 Day MA
7137 OCCEquityVolume_mva050 Equity Options Volume 50 Day MA
7138 OCCNonEquityVolume_YoY Non-Equity Options Volume Year over Year
7139 OCCNonEquityVolume_YoY4 Non-Equity Options Volume 4 Year over 4 Year
7140 OCCNonEquityVolume_YoY5 Non-Equity Options Volume 5 Year over 5 Year
7144 OCCNonEquityVolume_Log Log of Non-Equity Options Volume
7145 OCCNonEquityVolume_mva365 Non-Equity Options Volume 365 Day MA
7146 OCCNonEquityVolume_mva200 Non-Equity Options Volume 200 Day MA
7147 OCCNonEquityVolume_mva050 Non-Equity Options Volume 50 Day MA
7155 RSALESAGG_mva365 Real Retail and Food Services Sales (RRSFS and RSALES) 365 Day MA
7158 BUSLOANS.minus.BUSLOANSNSA_YoY Business Loans (Montlhy) SA - NSA Year over Year
7164 BUSLOANS.minus.BUSLOANSNSA_Log Log of Business Loans (Montlhy) SA - NSA
7168 BUSLOANS.minus.BUSLOANSNSA.by.GDP_YoY Business Loans (Montlhy) SA - NSA divided by GDP Year over Year
7174 BUSLOANS.minus.BUSLOANSNSA.by.GDP_Log Log of Business Loans (Montlhy) SA - NSA divided by GDP
7178 BUSLOANS.by.GDP_YoY Business Loans Normalized by GDP Year over Year
7179 BUSLOANS.by.GDP_YoY4 Business Loans Normalized by GDP 4 Year over 4 Year
7181 BUSLOANS.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans Normalized by GDP
7183 BUSLOANS.by.GDP_SmoothDer Derivative of Smoothed Business Loans Normalized by GDP
7184 BUSLOANS.by.GDP_Log Log of Business Loans Normalized by GDP
7187 BUSLOANS.by.GDP_mva050 Business Loans Normalized by GDP 50 Day MA
7195 BUSLOANS.INTEREST_mva365 Business Loans (Monthly, SA) Adjusted Interest Burdens 365 Day MA
7196 BUSLOANS.INTEREST_mva200 Business Loans (Monthly, SA) Adjusted Interest Burdens 200 Day MA
7206 BUSLOANS.INTEREST.by.GDP_mva200 Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 200 Day MA
7208 BUSLOANSNSA.by.GDP_YoY Business Loans Normalized by GDP Year over Year
7209 BUSLOANSNSA.by.GDP_YoY4 Business Loans Normalized by GDP 4 Year over 4 Year
7211 BUSLOANSNSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans Normalized by GDP
7213 BUSLOANSNSA.by.GDP_SmoothDer Derivative of Smoothed Business Loans Normalized by GDP
7214 BUSLOANSNSA.by.GDP_Log Log of Business Loans Normalized by GDP
7216 BUSLOANSNSA.by.GDP_mva200 Business Loans Normalized by GDP 200 Day MA
7217 BUSLOANSNSA.by.GDP_mva050 Business Loans Normalized by GDP 50 Day MA
7219 TOTCI.by.GDP_YoY4 Business Loans (Weekly, SA) Normalized by GDP 4 Year over 4 Year
7221 TOTCI.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, SA) Normalized by GDP
7223 TOTCI.by.GDP_SmoothDer Derivative of Smoothed Business Loans (Weekly, SA) Normalized by GDP
7224 TOTCI.by.GDP_Log Log of Business Loans (Weekly, SA) Normalized by GDP
7227 TOTCI.by.GDP_mva050 Business Loans (Weekly, SA) Normalized by GDP 50 Day MA
7229 TOTCINSA.by.GDP_YoY4 Business Loans (Weekly, NSA) Normalized by GDP 4 Year over 4 Year
7231 TOTCINSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Normalized by GDP
7233 TOTCINSA.by.GDP_SmoothDer Derivative of Smoothed Business Loans (Weekly, NSA) Normalized by GDP
7234 TOTCINSA.by.GDP_Log Log of Business Loans (Weekly, NSA) Normalized by GDP
7236 TOTCINSA.by.GDP_mva200 Business Loans (Weekly, NSA) Normalized by GDP 200 Day MA
7237 TOTCINSA.by.GDP_mva050 Business Loans (Weekly, NSA) Normalized by GDP 50 Day MA
7245 TOTCINSA.INTEREST_mva365 Business Loans (Weekly, NSA) Adjusted Interest Burdens 365 Day MA
7246 TOTCINSA.INTEREST_mva200 Business Loans (Weekly, NSA) Adjusted Interest Burdens 200 Day MA
7256 TOTCINSA.INTEREST.by.GDP_mva200 Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 200 Day MA
7258 W875RX1.by.GDP_YoY Real Personal Income Normalized by GDP Year over Year
7259 W875RX1.by.GDP_YoY4 Real Personal Income Normalized by GDP 4 Year over 4 Year
7260 W875RX1.by.GDP_YoY5 Real Personal Income Normalized by GDP 5 Year over 5 Year
7261 W875RX1.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Personal Income Normalized by GDP
7263 W875RX1.by.GDP_SmoothDer Derivative of Smoothed Real Personal Income Normalized by GDP
7268 A065RC1A027NBEA.by.GDP_YoY Personal Income (NSA) Normalized by GDP Year over Year
7269 A065RC1A027NBEA.by.GDP_YoY4 Personal Income (NSA) Normalized by GDP 4 Year over 4 Year
7273 A065RC1A027NBEA.by.GDP_SmoothDer Derivative of Smoothed Personal Income (NSA) Normalized by GDP
7278 PI.by.GDP_YoY Personal Income (SA) Normalized by GDP Year over Year
7285 PI.by.GDP_mva365 Personal Income (SA) Normalized by GDP 365 Day MA
7286 PI.by.GDP_mva200 Personal Income (SA) Normalized by GDP 200 Day MA
7291 A053RC1Q027SBEA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP
7295 A053RC1Q027SBEA.by.GDP_mva365 National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 365 Day MA
7305 CPROFIT.by.GDP_mva365 National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 365 Day MA
7310 CONSUMERNSA.by.GDP_YoY5 Consumer Loans Not Seasonally Adjusted divided by GDP 5 Year over 5 Year
7311 CONSUMERNSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans Not Seasonally Adjusted divided by GDP
7313 CONSUMERNSA.by.GDP_SmoothDer Derivative of Smoothed Consumer Loans Not Seasonally Adjusted divided by GDP
7318 RREACBM027NBOG.by.GDP_YoY Residental Real Estate Loans (Monthly, NSA) divided by GDP Year over Year
7319 RREACBM027NBOG.by.GDP_YoY4 Residental Real Estate Loans (Monthly, NSA) divided by GDP 4 Year over 4 Year
7321 RREACBM027NBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Monthly, NSA) divided by GDP
7323 RREACBM027NBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Monthly, NSA) divided by GDP
7324 RREACBM027NBOG.by.GDP_Log Log of Residental Real Estate Loans (Monthly, NSA) divided by GDP
7327 RREACBM027NBOG.by.GDP_mva050 Residental Real Estate Loans (Monthly, NSA) divided by GDP 50 Day MA
7328 RREACBM027SBOG.by.GDP_YoY Residental Real Estate Loans (Monthly, SA) divided by GDP Year over Year
7329 RREACBM027SBOG.by.GDP_YoY4 Residental Real Estate Loans (Monthly, SA) divided by GDP 4 Year over 4 Year
7330 RREACBM027SBOG.by.GDP_YoY5 Residental Real Estate Loans (Monthly, SA) divided by GDP 5 Year over 5 Year
7331 RREACBM027SBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Monthly, SA) divided by GDP
7333 RREACBM027SBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Monthly, SA) divided by GDP
7334 RREACBM027SBOG.by.GDP_Log Log of Residental Real Estate Loans (Monthly, SA) divided by GDP
7336 RREACBM027SBOG.by.GDP_mva200 Residental Real Estate Loans (Monthly, SA) divided by GDP 200 Day MA
7337 RREACBM027SBOG.by.GDP_mva050 Residental Real Estate Loans (Monthly, SA) divided by GDP 50 Day MA
7338 RREACBW027SBOG.by.GDP_YoY Residental Real Estate Loans (Weekly, SA) divided by GDP Year over Year
7340 RREACBW027SBOG.by.GDP_YoY5 Residental Real Estate Loans (Weekly, SA) divided by GDP 5 Year over 5 Year
7341 RREACBW027SBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, SA) divided by GDP
7343 RREACBW027SBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Weekly, SA) divided by GDP
7344 RREACBW027SBOG.by.GDP_Log Log of Residental Real Estate Loans (Weekly, SA) divided by GDP
7346 RREACBW027SBOG.by.GDP_mva200 Residental Real Estate Loans (Weekly, SA) divided by GDP 200 Day MA
7347 RREACBW027SBOG.by.GDP_mva050 Residental Real Estate Loans (Weekly, SA) divided by GDP 50 Day MA
7350 RREACBW027NBOG.by.GDP_YoY5 Residental Real Estate Loans (Weekly, NSA) divided by GDP 5 Year over 5 Year
7351 RREACBW027NBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, NSA) divided by GDP
7353 RREACBW027NBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Weekly, NSA) divided by GDP
7354 RREACBW027NBOG.by.GDP_Log Log of Residental Real Estate Loans (Weekly, NSA) divided by GDP
7357 RREACBW027NBOG.by.GDP_mva050 Residental Real Estate Loans (Weekly, NSA) divided by GDP 50 Day MA
7358 UMDMNO.by.GDP_YoY Durable Goods (Monthly, NSA) divided by GDP Year over Year
7359 UMDMNO.by.GDP_YoY4 Durable Goods (Monthly, NSA) divided by GDP 4 Year over 4 Year
7361 UMDMNO.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Durable Goods (Monthly, NSA) divided by GDP
7363 UMDMNO.by.GDP_SmoothDer Derivative of Smoothed Durable Goods (Monthly, NSA) divided by GDP
7364 UMDMNO.by.GDP_Log Log of Durable Goods (Monthly, NSA) divided by GDP
7365 UMDMNO.by.GDP_mva365 Durable Goods (Monthly, NSA) divided by GDP 365 Day MA
7366 UMDMNO.by.GDP_mva200 Durable Goods (Monthly, NSA) divided by GDP 200 Day MA
7367 UMDMNO.by.GDP_mva050 Durable Goods (Monthly, NSA) divided by GDP 50 Day MA
7371 DGORDER.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Durable Goods (Monthly, NSA) divided by GDP
7373 DGORDER.by.GDP_SmoothDer Derivative of Smoothed Durable Goods (Monthly, NSA) divided by GDP
7374 DGORDER.by.GDP_Log Log of Durable Goods (Monthly, NSA) divided by GDP
7375 DGORDER.by.GDP_mva365 Durable Goods (Monthly, NSA) divided by GDP 365 Day MA
7376 DGORDER.by.GDP_mva200 Durable Goods (Monthly, NSA) divided by GDP 200 Day MA
7377 DGORDER.by.GDP_mva050 Durable Goods (Monthly, NSA) divided by GDP 50 Day MA
7378 ASHMA.by.GDP_YoY Home Mortgages (Quarterly, NSA) divided by GDP Year over Year
7383 ASHMA.by.GDP_SmoothDer Derivative of Smoothed Home Mortgages (Quarterly, NSA) divided by GDP
7396 ASHMA.INTEREST_mva200 Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA
7400 ASHMA.INTEREST.by.GDP_YoY5 Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP 5 Year over 5 Year
7403 ASHMA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP
7406 ASHMA.INTEREST.by.GDP_mva200 Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP 200 Day MA
7410 CONSUMERNSA.INTEREST_YoY5 Consumer Loans (Not Seasonally Adjusted) Interest Burdens 5 Year over 5 Year
7420 CONSUMERNSA.INTEREST.by.GDP_YoY5 Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 5 Year over 5 Year
7423 CONSUMERNSA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
7431 TOTLNNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
7433 TOTLNNSA_SmoothDer Derivative of Smoothed Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
7434 TOTLNNSA_Log Log of Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
7435 TOTLNNSA_mva365 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 365 Day MA
7436 TOTLNNSA_mva200 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 200 Day MA
7437 TOTLNNSA_mva050 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 50 Day MA
7438 TOTLNNSA.by.GDP_YoY Total Loans Not Seasonally Adjusted divided by GDP Year over Year
7439 TOTLNNSA.by.GDP_YoY4 Total Loans Not Seasonally Adjusted divided by GDP 4 Year over 4 Year
7441 TOTLNNSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted divided by GDP
7443 TOTLNNSA.by.GDP_SmoothDer Derivative of Smoothed Total Loans Not Seasonally Adjusted divided by GDP
7444 TOTLNNSA.by.GDP_Log Log of Total Loans Not Seasonally Adjusted divided by GDP
7447 TOTLNNSA.by.GDP_mva050 Total Loans Not Seasonally Adjusted divided by GDP 50 Day MA
7456 TOTLNNSA.INTEREST_mva200 Total Loans Not Seasonally Adjusted Interest Burdens 200 Day MA
7466 TOTLNNSA.INTEREST.by.GDP_mva200 Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 200 Day MA
7468 WRESBAL.by.GDP_YoY Reserve Balances with Federal Reserve Banks Divided by GDP Year over Year
7476 WRESBAL.by.GDP_mva200 Reserve Balances with Federal Reserve Banks Divided by GDP 200 Day MA
7478 EXCSRESNW.by.GDP_YoY Excess Reserves of Depository Institutions Divided by GDP Year over Year
7479 EXCSRESNW.by.GDP_YoY4 Excess Reserves of Depository Institutions Divided by GDP 4 Year over 4 Year
7483 EXCSRESNW.by.GDP_SmoothDer Derivative of Smoothed Excess Reserves of Depository Institutions Divided by GDP
7491 WLRRAL.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP
7493 WLRRAL.by.GDP_SmoothDer Derivative of Smoothed Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP
7514 EXPCH.minus.IMPCH_Log Log of U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7515 EXPCH.minus.IMPCH_mva365 U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 365 Day MA
7516 EXPCH.minus.IMPCH_mva200 U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 200 Day MA
7517 EXPCH.minus.IMPCH_mva050 U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 50 Day MA
7521 EXPMX.minus.IMPMX_Smooth Savitsky-Golay Smoothed (p=3, n=365)
7523 EXPMX.minus.IMPMX_SmoothDer Derivative of Smoothed
7524 EXPMX.minus.IMPMX_Log Log of
7527 EXPMX.minus.IMPMX_mva050 50 Day MA
7534 SRPSABSNNCB.by.GDP_Log Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7535 SRPSABSNNCB.by.GDP_mva365 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 365 Day MA
7536 SRPSABSNNCB.by.GDP_mva200 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 200 Day MA
7537 SRPSABSNNCB.by.GDP_mva050 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 50 Day MA
7538 ASTLL.by.GDP_YoY All sectors; total loans; liability, Level (NSA) Divided by GDP Year over Year
7539 ASTLL.by.GDP_YoY4 All sectors; total loans; liability, Level (NSA) Divided by GDP 4 Year over 4 Year
7543 ASTLL.by.GDP_SmoothDer Derivative of Smoothed All sectors; total loans; liability, Level (NSA) Divided by GDP
7548 ASFMA.by.GDP_YoY All sectors; farm mortgages; asset, Level (NSA) Divided by GDP Year over Year
7554 ASFMA.by.GDP_Log Log of All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
7556 ASFMA.by.GDP_mva200 All sectors; farm mortgages; asset, Level (NSA) Divided by GDP 200 Day MA
7557 ASFMA.by.GDP_mva050 All sectors; farm mortgages; asset, Level (NSA) Divided by GDP 50 Day MA
7564 ASFMA.by.ASTLL_Log Log of All sectors; total loans Divided by farm mortgages
7565 ASFMA.by.ASTLL_mva365 All sectors; total loans Divided by farm mortgages 365 Day MA
7566 ASFMA.by.ASTLL_mva200 All sectors; total loans Divided by farm mortgages 200 Day MA
7567 ASFMA.by.ASTLL_mva050 All sectors; total loans Divided by farm mortgages 50 Day MA
7576 ASFMA.INTEREST_mva200 Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA
7580 ASFMA.INTEREST.by.GDP_YoY5 Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 5 Year over 5 Year
7583 ASFMA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP
7586 ASFMA.INTEREST.by.GDP_mva200 Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 200 Day MA
7588 FARMINCOME.by.GDP_YoY Farm Income (Annual, NSA) Divided by GDP Year over Year
7589 FARMINCOME.by.GDP_YoY4 Farm Income (Annual, NSA) Divided by GDP 4 Year over 4 Year
7593 FARMINCOME.by.GDP_SmoothDer Derivative of Smoothed Farm Income (Annual, NSA) Divided by GDP
7598 BOGMBASE.by.GDP_YoY BOGMBASE Divided by GDP Year over Year
7608 WALCL.by.GDP_YoY All Federal Reserve Banks: Total Assets Divided by GDP Year over Year
7613 WALCL.by.GDP_SmoothDer Derivative of Smoothed All Federal Reserve Banks: Total Assets Divided by GDP
7618 ECBASSETS.by.EUNNGDP_YoY Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP Year over Year
7619 ECBASSETS.by.EUNNGDP_YoY4 Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP 4 Year over 4 Year
7623 ECBASSETS.by.EUNNGDP_SmoothDer Derivative of Smoothed Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
7629 DGS30TO10_YoY4 Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 4 Year over 4 Year
7631 DGS30TO10_Smooth Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7632 DGS30TO10_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7633 DGS30TO10_SmoothDer Derivative of Smoothed Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7634 DGS30TO10_Log Log of Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7635 DGS30TO10_mva365 Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 365 Day MA
7636 DGS30TO10_mva200 Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 200 Day MA
7637 DGS30TO10_mva050 Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 50 Day MA
7644 DGS10TO1_Log Log of Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1)
7645 DGS10TO1_mva365 Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 365 Day MA
7646 DGS10TO1_mva200 Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 200 Day MA
7651 DGS10TO2_Smooth Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7654 DGS10TO2_Log Log of Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7655 DGS10TO2_mva365 Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) 365 Day MA
7656 DGS10TO2_mva200 Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) 200 Day MA
7664 DGS10TOTB3MS_Log Log of Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS)
7665 DGS10TOTB3MS_mva365 Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 365 Day MA
7666 DGS10TOTB3MS_mva200 Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 200 Day MA
7674 DGS10TODTB3_Log Log of Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3)
7675 DGS10TODTB3_mva365 Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 365 Day MA
7676 DGS10TODTB3_mva200 Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 200 Day MA
7681 DGS10ByAAA_Smooth Savitsky-Golay Smoothed (p=3, n=365) AAA ratio to 10 year treasury (AAA/DGS10)
7683 DGS10ByAAA_SmoothDer Derivative of Smoothed AAA ratio to 10 year treasury (AAA/DGS10)
7685 DGS10ByAAA_mva365 AAA ratio to 10 year treasury (AAA/DGS10) 365 Day MA
7686 DGS10ByAAA_mva200 AAA ratio to 10 year treasury (AAA/DGS10) 200 Day MA
7696 LNU03000000BYPOPTHM_mva200 Unemployment level (NSA) / Population 200 Day MA
7699 UNEMPLOYBYPOPTHM_YoY4 Unemployment level, seasonally adjusted / Population 4 Year over 4 Year
7701 UNEMPLOYBYPOPTHM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Unemployment level, seasonally adjusted / Population
7703 UNEMPLOYBYPOPTHM_SmoothDer Derivative of Smoothed Unemployment level, seasonally adjusted / Population
7704 UNEMPLOYBYPOPTHM_Log Log of Unemployment level, seasonally adjusted / Population
7705 UNEMPLOYBYPOPTHM_mva365 Unemployment level, seasonally adjusted / Population 365 Day MA
7706 UNEMPLOYBYPOPTHM_mva200 Unemployment level, seasonally adjusted / Population 200 Day MA
7707 UNEMPLOYBYPOPTHM_mva050 Unemployment level, seasonally adjusted / Population 50 Day MA
7708 NPPTTLBYPOPTHM_YoY ADP Private Employment / Population Year over Year
7713 NPPTTLBYPOPTHM_SmoothDer Derivative of Smoothed ADP Private Employment / Population
7719 U6toU3_YoY4 U6RATE minums UNRATE 4 Year over 4 Year
7725 U6toU3_mva365 U6RATE minums UNRATE 365 Day MA
7726 U6toU3_mva200 U6RATE minums UNRATE 200 Day MA
7733 DCOILBRENTEU.by.PPIACO_SmoothDer Derivative of Smoothed Crude Oil - Brent, $/bbl, Normalized by producer price index c.o.
7743 DCOILWTICO.by.PPIACO_SmoothDer Derivative of Smoothed Crude Oil - WTI, $/bbl, Normalized by producer price index c.o.
7744 DCOILWTICO.by.PPIACO_Log Log of Crude Oil - WTI, $/bbl, Normalized by producer price index c.o.
7751 GDP.by.GDPDEF_Smooth Savitsky-Golay Smoothed (p=3, n=365) Nominal GDP Normalized by GDP def
7755 GDP.by.GDPDEF_mva365 Nominal GDP Normalized by GDP def 365 Day MA
7763 GSG.Close.by.GDPDEF_SmoothDer Derivative of Smoothed GSCI Commodity-Indexed Trust, Normalized by GDP def
7766 GSG.Close.by.GDPDEF_mva200 GSCI Commodity-Indexed Trust, Normalized by GDP def 200 Day MA
7773 GSG.Close.by.GSPC.Close_SmoothDer Derivative of Smoothed GSCI Commodity-Indexed Trust, Normalized by S&P 500
7776 GSG.Close.by.GSPC.Close_mva200 GSCI Commodity-Indexed Trust, Normalized by S&P 500 200 Day MA
7785 GDPBYPOPTHM_mva365 GDP/Population 365 Day MA
7786 GDPBYPOPTHM_mva200 GDP/Population 200 Day MA
7811 GSPC.CloseBYMDY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365) GSPC by MDY
7812 GSPC.CloseBYMDY.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) GSPC by MDY
7813 GSPC.CloseBYMDY.Close_SmoothDer Derivative of Smoothed GSPC by MDY
7815 GSPC.CloseBYMDY.Close_mva365 GSPC by MDY 365 Day MA
7816 GSPC.CloseBYMDY.Close_mva200 GSPC by MDY 200 Day MA
7817 GSPC.CloseBYMDY.Close_mva050 GSPC by MDY 50 Day MA
7821 QQQ.CloseBYMDY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365) QQQ by MDY
7822 QQQ.CloseBYMDY.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) QQQ by MDY
7823 QQQ.CloseBYMDY.Close_SmoothDer Derivative of Smoothed QQQ by MDY
7825 QQQ.CloseBYMDY.Close_mva365 QQQ by MDY 365 Day MA
7826 QQQ.CloseBYMDY.Close_mva200 QQQ by MDY 200 Day MA
7827 QQQ.CloseBYMDY.Close_mva050 QQQ by MDY 50 Day MA
7834 GSPC.DailySwing_Log Log of S&P 500 (^GSPC) Daily Swing: (High - Low) / Open
7835 GSPC.DailySwing_mva365 S&P 500 (^GSPC) Daily Swing: (High - Low) / Open 365 Day MA
7836 GSPC.DailySwing_mva200 S&P 500 (^GSPC) Daily Swing: (High - Low) / Open 200 Day MA
7841 GSPC.Open.by.GDPDEF_Smooth Savitsky-Golay Smoothed (p=3, n=365) S&P 500 (^GSPC) Open divided by GDP deflator
7842 GSPC.Open.by.GDPDEF_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) S&P 500 (^GSPC) Open divided by GDP deflator
7844 GSPC.Open.by.GDPDEF_Log Log of S&P 500 (^GSPC) Open divided by GDP deflator
7845 GSPC.Open.by.GDPDEF_mva365 S&P 500 (^GSPC) Open divided by GDP deflator 365 Day MA
7851 GSPC.Close.by.GDPDEF_Smooth Savitsky-Golay Smoothed (p=3, n=365) S&P 500 (^GSPC) Close divided by GDP deflator
7852 GSPC.Close.by.GDPDEF_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) S&P 500 (^GSPC) Close divided by GDP deflator
7854 GSPC.Close.by.GDPDEF_Log Log of S&P 500 (^GSPC) Close divided by GDP deflator
7855 GSPC.Close.by.GDPDEF_mva365 S&P 500 (^GSPC) Close divided by GDP deflator 365 Day MA
7860 HNFSUSNSA.minus.HSN1FNSA_YoY5 Houses for sale - houses sold 5 Year over 5 Year
7861 HNFSUSNSA.minus.HSN1FNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Houses for sale - houses sold
7864 HNFSUSNSA.minus.HSN1FNSA_Log Log of Houses for sale - houses sold
7865 HNFSUSNSA.minus.HSN1FNSA_mva365 Houses for sale - houses sold 365 Day MA
7866 HNFSUSNSA.minus.HSN1FNSA_mva200 Houses for sale - houses sold 200 Day MA
7867 HNFSUSNSA.minus.HSN1FNSA_mva050 Houses for sale - houses sold 50 Day MA
7890 MSPUS.times.HNFSUSNSA_YoY5 New privately owned 1-family units for sale times median price 5 Year over 5 Year
7891 MSPUS.times.HNFSUSNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) New privately owned 1-family units for sale times median price
7894 MSPUS.times.HNFSUSNSA_Log Log of New privately owned 1-family units for sale times median price
7895 MSPUS.times.HNFSUSNSA_mva365 New privately owned 1-family units for sale times median price 365 Day MA
7896 MSPUS.times.HNFSUSNSA_mva200 New privately owned 1-family units for sale times median price 200 Day MA
7897 MSPUS.times.HNFSUSNSA_mva050 New privately owned 1-family units for sale times median price 50 Day MA
7905 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S_mva365 Median home price times new and existing houses sold 365 Day MA
7925 GSPC.Open_mva050_mva200_sig Sell Signal S&P 500 50 SMA - 200 SMA

Equities

Equity indexes normalized by GDP

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

The last two years compare favorably with the period around the late 1950’s. Need to dig into this one.

datay <- "GSPC.Close"
ylim <- c(2000, d.GSPC.max)
my.data <- plotSimilarPeriods(df.data, dfRecession, df.symbols, datay, ylim, i.window = 60)
my.data[[1]]

Look at how the different segments of the market move

datay <- "GSPC.CloseBYMDY.Close_YoY"
ylim <- c(-50, 75)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

datay <- "GSPC.CloseBYMDY.Close"
ylim <- c(0, 20)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

S&P 500 Normalized moving average

Look at moving average relationship by dividing the S&P 500 open price by the 200 day SMA.

datay <- "GSPC.Open_mva200_Norm"
ylim <- c(50, 125)
dt.start = as.Date('2008-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Crossovers

Look at the 50 DMA versus 200 DMA, often used as a technical indicator of market direction.

datay <- "GSPC.Open_mva050_mva200"
ylim <- c(-300, 300)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

datay <- "GSPC.Open_mva050_mva200_sig "
ylim <- c(0.0, 1.0)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

S&P 500 TTM P/E

Take a look at some of the earnings trends from SilverBlatt’s sheet.

## New names:
## * `` -> ...2
## * `` -> ...5
## * `` -> ...8
## New names:
## * `` -> ...2
## * `` -> ...5
## * `` -> ...8
## New names:
## * `` -> ...2
## * `` -> ...5
## * `` -> ...8
## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * `` -> ...6
## * ...

Take a longer look back at as-reported and operating earnings

Market prices can out-run earnings so take a look at price to earnings.

Focus on some of the more recent activity

S&P 500 Sales

{r SP500Sales } # # datay <- "MULTPLSP500SALESQUARTER" # ylim <- c(500, 2000) # dt.start <- as.Date('1999-01-01') # plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start) # #

{r SP500SalesShort } # # datay <- "MULTPLSP500SALESQUARTER" # ylim <- c(500, 2000) # dt.start = as.Date('2001-01-01') # plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start) # #

Unit Profits

The series peaks in the middle of a bull market.

S&P 500 dividends

12-month real dividend per share inflation adjusted November, 2018 dollars. Data courtesy Standard & Poor’s and Robert Shiller.

https://www.quandl.com/data/MULTPL/SP500_DIV_MONTH-S-P-500-Dividend-by-Month

Evaluate year over year dividend growth.

Real value dividend growth.

S&P 500 dividend yield (12 month dividend per share)/price. Yields following September 2018 (including the current yield) are estimated based on 12 month dividends through September 2018, as reported by S&P. Sources: Standard & Poor’s for current S&P 500 Dividend Yield. Robert Shiller and his book Irrational Exuberance for historic S&P 500 Dividend Yields.

https://www.quandl.com/data/MULTPL/SP500_DIV_YIELD_MONTH-S-P-500-Dividend-Yield-by-Month

# datay <- "MULTPLSP500DIVYIELDMONTH"
# ylim <- c(0, 12)
# dtStart = as.Date('1950-01-01')
# plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)
# datay <- "MULTPLSP500DIVYIELDMONTH"
# ylim <- c(1, 4)
# dtStart = as.Date('2001-01-01')
# plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

S&P 500 Volume

The log of the S&P volume has some interesting patterns, but nothing that seems to help with a recession indicator.

That is one spiky data series. Not sure there is a lot to help us here.

Russell 2000

Take a look at recent activity in the small cap market.

S&P 500 to Rusell 2000

Thirty day movement

Correlation

## Warning in max.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to max;
## returning -Inf
## Warning in min.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to min;
## returning Inf

S&P 500 to MDY (Mid-cap) 2000 Correlation

datay1 <- "RLG.Open"
ylim1 <- c(0, 2500)

datay2 <- "MDY.Open"
ylim2 <- c(0, 500)

dtStart <- as.Date("1jan2003","%d%b%Y")

w <- 30
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)
## Warning in max.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to max;
## returning -Inf
## Warning in min.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to min;
## returning Inf

Dividend Stocks

This is an interesting series, they should perform better through the recessions. Unfortunately they are short lived so there is not much data so this is more of a place holder for now.

datay <- "NOBL.Open"
ylim <- c(40, 110)
dt.start <- as.Date('2014-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Margin and option data

NYSE Margin Debt

Taking a look at margin debt. NYXDATA stopped providing NYSE margin debt data on Dec 2017. Data is available from FINRA, but it includes more accounts than the data did for NYXdata. I stitched togeter the data sets: data after Jan 2010 include NYSE+Others, data prior is just NYSE account data scaled up to match the FINRA data.

It tends to creep up when there is a frenzy in the stock market.

datay <- "FINRAMarginDebt_Log"
ylim <- c(5, 15)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Take a close look at recent activity

Sometimes it is more helpful to view year over year growth.

More near-term trend.

Take a look at some of the correlations

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

Comparison to the Russell 2000

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "RLG.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

OCC Options Volumes

See what is happening with the options volumes for equities. (From: https://www.theocc.com/webapps/historical-volume-query)

Looks like options on non-equity co-occurs with peaks/troughs?.

Market Volatility

Take a look at some of the indications of market volatility

CBOE VIX

As markets become complacent (low VIX) and high values, peaks often occur.

Compare the VIX to some of the ETF’s out there.

There

Not much predictive in VIX, take a quick look at the smoothed derivative.

S&P Daily Swings

Daily changes in the S&P should correlate well with the VIX.

More of a correlating series than a predictor.

Employment and payrolls

Unemployment rates

Unemployment rates will probably be useful, let’s take a look at the U-3. The data is a little noisy so there is also a smoothed version plotted. There seems to be a relationship between the unemployment rate and the recessions, but it could be a lagging indicator. This will be explored a little bit more later.

Suggested by Charlie and a Wealthian video the 12 month-MA might be helpful to look at.

Looking at the unemployment rate, the eye is drawn to the rise and fall of the data, this suggests that the derivative might be helpful as well. The figure below shows the results, using a Savitzky-Golay FIR filter. It looks like the unemployment rate peaks in the middel of the recession. That peak might be a good buy signal.

Continuing Claims

A good measure of how much unemployment is growing.

Continued claims, also referred to as insured unemployment, is the number of people who have already filed an initial claim and who have experienced a week of unemployment and then filed a continued claim to claim benefits for that week of unemployment. Continued claims data are based on the week of unemployment, not the week when the initial claim was filed

https://fred.stlouisfed.org/series/CCNSA

A good measure of how much unemployment is growing

Initial Claims

A good measure of how much unemployment is growing.

An initial claim is a claim filed by an unemployed individual after a separation from an employer. The claim requests a determination of basic eligibility for the Unemployment Insurance program.

https://fred.stlouisfed.org/series/ICSA

Unemployment rates, year-over-year

Both the headline unemployment and U-6 number changes are similar. During the upswing on the cycle it does look like the headline number falls faster than U-6

The second derivative of the unemployment rate does have zero crossings near the middle point of a recession. This would make it a helpful buy signal for the trading strategy.

Unemployment rates, similar periods

Historically the last two years of record low unemployment appear most similar to the 1971-1973 time frame. Just before inflation took off.

Unemployment rates, U-6 and headline number.

Let’s also take a look at the total unemployed, U-6. It continues to fall as the headline number stabilizes as people return to the work force. An indicator the cycle is beginning to top out.

Difference between U6 and U3 to see how close the economy is getting to full employment.

Unemployment and market bottoms

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Initial jobless claims

We will also take a look at initial jobless claims, this should start to rise just before the unemployment rate.

It looks like the jobless claim tend to peak more towards the end of the recession. It does not seem to be as strong of a sell indicator as the U-3 rate.

Jobless claims have a seasonal component to them. One way to reduce this effect is to calculate year over year growth. That helps some, the peaks seem to be more closely aligned with the middle to end of recessions.

Take a closer look at recent data

## Warning: Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

Take a look at the percentage of the population looking for work

A bit more recent trend

Unemployment Level

ADP data here. comes out before the official numbers.

Look at the year-over-year change in ADP.

ADP data divided by the population

Payrolls

Look at the BLS data on payrolls. Check the NSA series, then we will look at YoY data.

Hours worked

Sparked by an article at Mises (https://mises.org/wire/how-alexandria-ocasio-cortez-misunderstands-american-poverty), take a look at average weekly hours

The time series is pretty lumpy, plot the YoY change

A more recent look at average weekly hours of production

Industrial Production

Industrial production is also known to fall during an economic downturm, let’s take a look at some of the data from the FRED on industrial production. It does seem to peak prior to a recession so let’s smooth and look at the derivative as it might be a good indicator as well.

Industrial production over the last ten years or so

The derivative isn’t bad, but it sometimes crosses zeros well into a recession. That is less helpful as either a buy or sell indicator. A better measure might year over year (YoY) change.

The year over year change has a similar appearance. The low values at the beginning make the year over year values larger than the more recent values. Seems like it will rank low a reliable indicator.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 12)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 50)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail Sales

Retail sales, aggregate

Retail sales also change during recession. As the plot below shows, it seems to follow the trend of industrial production. It might be too strongly correlated to add much to the model. The will be examined in the correlation section.

The derivative of retail sales is a little more erratic than is was the industrial products. Looks like it might be helpful to include in the model as well.

Retail sales, aggregate year-over-year

Take a look at year-over-year changes

Retail sales and unemployment correlations

Let’s see how that looks on year over year basis. Interesting to compare to unemployment rates there appears to a correlation over the long term.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

There is some similarity. The rolling correlation shows the inverse relationship prior to a recession.

datay1 <- "RSALESAGG_YoY"
ylim1 <- c(-12.5, 12.5)

datay2 <- "UNEMPLOY_YoY"
ylim2 <- c(-30, 150)

dtStart <- as.Date("1jan1970","%d%b%Y")

w <- 180
corrName <- calcRollingCorr(dfRecession,df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail sales correlation and industrial production

Industrial production and retail sales look very similar so the plot below shows the 360 correlation. The corerlation does tend to fall around a recession, although 2008 was so bad that they both fell together. Not sure if it is that useful.

datay1 <- "INDPRO"
ylim1 <- c(40, 125)

datay2 <- "RSALESAGG"
ylim2 <- c(100000, 200000)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 60
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

It is interesting to see the strong correlation; however, I suspect this is due to more to the shape of the trends. How do the YoY correlations look? They are a little less correlated, probably better to use in the machine learning later.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 20)

datay2 <- "RSALESAGG_YoY"
ylim2 <- c(-20, 20)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Advance Retail Sales

This is an advanced estimate of the retail sales value.

Also take a look at year over year

Retail sales and the labor market

Income

Real Personal Income

Real Personal Income (Excluding Transfer, Annual)

During a recession real personal income falls. In the plot the peaks can be seen prior to each recession.

datay <- "W875RX1"
ylim <- c(3000, 15000)
plotSingleQuickModern(datay, ylim)

The features we are interested in are the peaks and valleys so we’ll use the derivative to get to those. Interesting, there is usually a first zero crossing before a recession and a second during or just after the recession.

Real personal income might have some seasonal variance, but it seems the year over year change tells the same story.

Price and cost measures

This section shows price and cost measures.

Two commonly used indexes are the CPI (consumer price index) and PPI (producer price index). CPI tries to show final prices paid for goods and services by urban U.S. consumers. This index includes sales tax and imports. The PPI attempts to reflect the prices paid at all stages of production, including goods and services purchases as inputs as well as goods and services purchased by consumers from retail and producer sellers. The PPI does not include imports or sales tax. The CPI reflects all rebates and financing plans wherease the PPI reflects only those rebate and financing plans provided by the producer. For example if an automotive manufacturer offers a rebate of $500 and the dealer offers an additional rebate of $500 then the PPI would reflect only the automotive manufacturer rebate, but the CPI would reflect both rebates.

Sources; https://www.bls.gov/opub/hom/pdf/cpihom.pdf and https://www.bls.gov/opub/hom/pdf/ppi-20111028.pdf.

Consumer price index

What does CPI look like?

datay <- "CPIAUCSL"
ylim <- c(0, 300)
plotSingleQuickModern(datay, ylim)

Check out the YoY growth

datay <- "CPIAUCSL_YoY"
ylim <- c(-2, 15)
plotSingleQuickModern(datay, ylim)

CPI to PPI

Suggested by Charlie, it can be helpful to look at the relationship between producer prices and consumer prices.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Producer Price Index (Commodities)

Commodities

Basket

Take a look at some trends of baskets of commodities.

This plot examines commodity performance relative to the GDP deflator

Crude oil

Look at a trend of West Texas Intermediate (WTI)

This is ticker data from yahoo

Take a look at both WTI and Brent crude.

Real price of crude using producer price index for commodities

Gold

As risks increase investors often flock to safe haven assets like gold. An up-tick in prices can indicate investor uncertainty. This can be seen in the nominal price plot around 1980 and again in 2007.

This plots out the real price of gold by two different deflators. PPI corrected price is a little higher, to be expected since CPI also includes the effects of sales tax and imports. The spike in 1980 is especially pronounced in this series.

See how nominal and real prices look year over year. From the long-term view seems like there is little difference in the three series. Although not shown, even over the near-term there is little difference in the series.

See how gold correlates with the VIX. Both gold and VIX should respond to investor axiety, but it doesn’t look like it correlates very well.

Copper

Dr. Copper has a reputation as an indicator of economic malaise, but it does not seem to have much of a correlation with the recessions. The series below is from CME via Quandl. It has a lot of data so I am also looking at the smoothed version.

Copper is one of the commodities in the PPI so it is a bit of a proxy for how copper is doing relative to the basket of commodities.

The change in prices, year over year, do generally peak prior to a recession. The time and shape of this peak varies, but it still might be helpful. A couple of the large troughs do seem to correlate with the end of the recession. Likely this is because industrial production has also fallen.

There is some correlation between copper and the smooth recession initiator, especially at the end of the recession.

Might be easier to see correlation in a dot plot format.

This is a legacy series from FRED. It has not been updated in a couple of years so I am assuming it will go away.

Oil Services

Amazing events in the first half of 2020, take a look at those

See how the players are doing

Federal Reserve

The federal reserve has an impact on the economy, here are some data series relating to that.

Little bit closer

datay <- "WALCL"
ylim <- c(0, 10000)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Federal Reserve Reverse Repo Agreements

Compare liabilities to reverse repo trends

Take a look at more recent trends

Spiky, might be easier to look at year-over-year

Normalized by GDP

datay <- "WLRRAL.by.GDP"
ylim <- c(0, 4)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Overnight Bank Funding Rate

“The overnight bank funding rate is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates. Volume-weighted median is the rate associated with transactions at the 50th percentile of transaction volume. Specifically, the volume-weighted median rate is calculated by ordering the transactions from lowest to highest rate, taking the cumulative sum of volumes of these transactions, and identifying the rate associated with the trades at the 50th percentile of dollar volume. The published rates are the volume-weighted median transacted rate, rounded to the nearest basis point.” https://www.newyorkfed.org/markets/obfrinfo.

Secured Overnight Financing Rate

“The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR includes all trades in the Broad General Collateral Rate plus bilateral Treasury repurchase agreement (repo) transactions cleared through the Delivery-versus-Payment (DVP) service offered by the Fixed Income Clearing Corporation (FICC), which is filtered to remove a portion of transactions considered “specials” " https://apps.newyorkfed.org/markets/autorates/sofr

Take a look at the variation (99th - 1st percentile)

Reserve Balances with Federal Reserve Banks

Hard to get a sense of these series in the absolute. Take a look relative to GDP.

By double entry book-keeping reserves+loans (assets) = deposit (liabilities). Does that really work?

Correlation Between Reserves and Total Loans

As reserves increase there should be less lending. That correlation generally holds.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Did the reserve balances increase after the 2016 and 2018 drops? Not in the same way. There are some relationships between the equities market and the reserves though.

Explicitly correlate reserve balances and total loans. It is a weak and noisy correlation.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 990 rows containing non-finite values (stat_smooth).

Interest on excess reserves

Monetary Base

Currency trend, base

This used to trend along with GDP. It doesn’t anymore.

Money supplies

Basic currency trend (currency component of M1)

datay <- "WCURRNS_YoY"
dtStart = as.Date('1980-01-01')
ylim <- c(0, 17)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

datay <- "WCURRNS_YoY"
dtStart = as.Date('2000-01-01')
ylim <- c(0, 20)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

The rate of change of money supply could be an indicator of a recession. Let’s see how that compares.

Intervention in the repo market

The federal reserve provides liquidity to the repo market, summary of that action

European central bank

The European central band (ECB) has taken a different path compared to the US Federal Reserve bank.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Federal Debt

The government is a big driver of the economy, let’s see what it is doing in the debt markets.

datay <- "GFDEBTN"
ylim <- c(0, 35000000)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_Log"
ylim <- c(12, 18)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_YoY"
ylim <- c(-10, 25)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal debt as percent GDP

datay <- "GFDEGDQ188S"
ylim <- c(30, 150)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal deficit as percent GDP

datay <- "FYFSGDA188S"
ylim <- c(-30, 5)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Charlie Hatch has a nice format of deficit versus debt:

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Nonfinancial Corporate Business Debt

What about Nonfinancial corporate business and debt securities? Hopefully this doesn’t follow the business loan trends.

That is crazy steep. Time for a log format, see if that brings out the peaks and troughs. That’s a litte better, it looks like there might be a change in slope prior to the recessions.

The derivative doesn’t seem to be much help. There is not much correlation between the zero crossings and the NEBR recessions.

Debt cycle

This analysis roughly follows the ideas in Big Debt Crises book by Ray Dalio.

Total loans

One business cycle theory describes recessions as a market adjustment to mis-allocated assets, often fueled by an credit expansion. That makes the volume of loans an interesting feature to look at. In the presentation of data it looks like the great recession had the largest impact.

Plotting the year over year growth rate helps pull out those small changes in the early years in the data. Peaks can be seen prior to most recessions.

Zoom in to the last couple of decades

As long term interest rates rise, loans should start to tick down. To check this, the total loans and 10 to 1 year spreads are plotted. This is generally the trend observed.

There is a good correlation between these two variables. This next section plots that correction explicitly.

Total loans as percent of GDP

This is the total loans. I think the picture is too broad to point to a specific sector of the economy. The debt burden assumes interest rates are tied to the 10-year treasury: (TOTLNNSA * DGS10) / 100

Commercial and industral loans

Business loans should slow before the recession (a contraction in credit as rates rise).

Commercial and industrial loans as percent of GDP and and income

Look at business debt normalized by GDP over the entire time series. This ratio often peaks at the mid-point of a recession.

https://www.wsj.com/articles/this-isnt-your-fathers-corporate-bond-market-11590574555

“Bonds are behaving more like bank debt, which tends to remain stable or even increase at the onset of recessions, as lenders keep distressed clients afloat—and only later turn off the taps. This was confirmed by a recent report from the Bank for International Settlements. It also found a tight link between this lending cycle and the “real” economy’s booms and busts."

I assume that interest is related to the 10-year treasure: (TOTCINSA * DGS10) / 100

Farm loans

See how the farming sector is fairing.

Real estate loans

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

This gives a big picture, but makes it hard to connect the loans with the income needed to cover those loans. In the next section, loans will be broken up by commercial and residential.

Real Estate (Residential)

In absolute terms the mortgages have increased, but it does not appear to be out of line with the overall economy.

Normalized by GDP it is easier to see the peak in 2008 and that loan levels appear reasonable at the commercial banks. I updated this plot to include the estimated single-family home sales volume to give a sense of percentage of home sales that are cash.

Maybe the GSE’s are making loans. Take a look at the total mortgages from Z.1 as a percentage of GDP. That does not look too far off trend (ignoring that peak in 2008).

I am assuming that personal income is paying for the mortgages.

Real estate (residential) as percent of GDP and and income

## Warning: Removed 1 rows containing missing values (geom_text).

How do the number of starts compare to population?

Consumer loans

Focusing on the consumer sector the growth in debt and incomes can be directly compared. Personal income, as a percent of GDP, remains nearly constant. It is not uncommon for the personal income to rise prior to a recession. Likely this reflect increasing asset prices and market returns. Also interesting to see the loans pick up after interest rates dropped in 1982.

Consumer loans as percent of GDP and and income

Take a closer look since the 2008 recession. Looks like loans are starting to slow as the interest burden rises and incomes remain stable. There are some anomolies in the A065RC1A027NBEA data series because it only updates onces a year. the PI series updates once a month but is noisier and seasonally adjusted. It also shows incomes rising in the middle of the 2008 recession, which doesn’t seem to be accurate.

## Warning: Removed 1 rows containing missing values (geom_text).
## Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

Repo market

This market went through some stress in 2008, it is happening again so setup some plots to watch it.

Nonfincial corporate business security repo asset level

Bonds

T-Bills and Yield Curve

Speaking of loans, interest rates also play into this. This analysis will focus on treasure bills. The 3-month is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 6.0)
dtStart = as.Date('2017-01-01')
p1 <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

# {r bond3monthlibor, echo=FALSE } # # datay <- "TB3MS" # datay_aux <- "USD1MTD156N" # ylim <- c(0, 12) # dtStart = as.Date('1985-01-01') # myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", # getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE) # myPlot <- myPlot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE) # # myPlot # # Check out LIBOR and fed funds rate

The 1-year is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "DGS10"
datay.aux <- "TNX.Close"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

Close in, the trend towards inversion be more easily seen. I am also comparing data from the CBOE as well as FRED.

Bond yields are a good proxy for interest rates. As rates rise the theory goes that loans should decrease (inverse correlation).

And a longer window

The yield curve (30 year bond rate minus the 10 year bond rate) may not be a good recession indicator, but a collapse is not good (https://blogs.wsj.com/moneybeat/2018/04/30/theres-more-than-one-part-of-the-yield-curve-getting-flatter/).

The yield curve (10 year bond rate minus the 1 year bond rate) seems to a good indicator of an oncoming recession. It could be a buy indicator by itself.

More recent data

Just the last 24 months or so.

Plot the 10 Year to 3 month over a few decades to see what the outling cases look like

The last two year compare favorably with the period around the 2015-2016 turndown, driven primarily by slowing of the Chinese GDP. Not a debt-driven cycle.

This plot format was suggested by a mises.org article (https://mises.org/wire/yield-curve-accordion-theory), but they only went back to 1988. The date seemed arbitrary so I went back further in time.

Take a look at more recent data

Try looking at a 1-year average of the above time series

High quality bonds

datay <- "AAA"
ylim <- c(1.5, 10)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds to 10-year treasury

High quality bonds long-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('1967-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds near-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('2007-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High yield spread

“This data represents the Option-Adjusted Spread (OAS) of the ICE BofAML US Corporate A Index, a subset of the ICE BofAML US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating A. The ICE BofAML OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond‚Äôs OAS, weighted by market capitalization. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.”

  • ICE Benchmark Administration Limited (IBA), ICE BofAML US Corporate A Option-Adjusted Spread [BAMLC0A3CA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC0A3CA, July 4, 2019.
datay <- "BAMLC0A3CA"
ylim <- c(0, 7)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Municipal bond market

Suggest by a WSJ article, change in volume for high-risk muni’s. Doesn’t look like there is much too it yet.

https://www.wsj.com/articles/risky-municipal-bonds-are-on-a-hot-streak-11558949401?mod=hp_lead_pos3

datay <- "HYMB.Close"
ylim <- c(40, 62)
dtStart = as.Date('2011-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

datay <- "HYMB.Volume"
ylim <- c(0, 1750000)
p1.vol <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


datay <- "GSPC.Open"
datay_aux <- "GSPC.Close"
ylim <- c(1500, d.GSPC.max )
p2 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


grid.arrange(p1,
             p1.vol,
             p2,
             ncol = 1,
             top = "High Yield Muni's and S&P Price")

Total Loans and yield curve correlation

This relationship was suggest by Charlie and it is an interesting one. As the yield curve flattens (10-year and 1-year rates converge), total loans grow. The generalization is not always accurate, but it does fit.

## `geom_smooth()` using formula 'y ~ x'

I wanted to see how this looked compared to the 3 month

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 282 rows containing non-finite values (stat_smooth).

Consumer loans and yield curve correlation

Compared to business loans, consumer loans seem to have to response to the 10Y to 3M yield curve.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 311 rows containing non-finite values (stat_smooth).

Business loans and yield curve correlation

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 101 rows containing non-finite values (stat_smooth).

That’s pretty good correlation. Let’s see what the rolling correlation looks like.

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 720
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

One other items, let’s see how loans do versus the federal funds rate

## `geom_smooth()` using formula 'y ~ x'

Baker Hughes Rig Count

BEA Supplemental Estimates, Motor Vehicles

Definitions

Autos–all passenger cars, including station wagons.
Light trucks–trucks up to 14,000 pounds gross vehicle weight, including minivans and
sport utility vehicles. Prior to the 2003 Benchmark Revision light trucks were up to 10,000 pounds.
Heavy trucks–trucks more than 14,000 pounds gross vehicle weight.
Prior to the 2003 Benchmark Revision heavy trucks were more than 10,000 pounds.
Domestic sales–United States (U.S.) sales of vehicles assembled in the U.S., Canada, and Mexico.
Foreign sales–U.S. sales of vehicles produced elsewhere.
Domestic auto production–Autos assembled in the U.S.
Domestic auto inventories–U.S. inventories of vehicles assembled in the U.S., Canada, and Mexico.

TAble 6 - Light Vehicle and Total Vehicle Sales

Auto sales

A WSJ article suggested that auto sales might be a good indicator so bring that to the mix. It does have troughs that correlate with recessions

There might be some seasonal variance in the auto sales so lets take a look at the year over year. The data is pretty noisy, it probably will not make a very good indicator.

BEA Gross Domestic Product

Data in this section come from the Bureau of Economic Analysis.

Table 1.1.5. Gross Domestic Product

[Billions of dollars] Seasonally adjusted at annual rates

A191RC: Gross Domestic Product - Line 1

GDP numbers tend to lag so this series is truly an afterthought. But it does have some correlation with the recessions.

GDP does not reflect the capacity of the economy nor the efficiency. Shrinking capacity and lower prices at constant volumes would indicate improvements in effeciency/productivity which is good for the economy, but does not move the GDP upward.

Looks like the year over year change on the GDP should correlate well with unemployment.

Table 1.1.9. Implicit Price Deflators for Gross Domestic Product

[Index numbers, 2012=100] Seasonally adjusted

A191RD: Gross Domestic Product - Line 1

This is GDP price deflator series.

GDP normalized by CPI

Normalize GDP by CPI

Economic yield curve (GDP to 1-year treasury)

GDP versus the yield on the 1-year. This series was prompted by an article suggesting that the “economic yield curve” should be used to indicate a recession rather than an inverted yield curve. Less of indicator and more of concurrent confirmation of recession. Not sure why they would be related either.

Economic yield curve (GDP to 3-month treasury)

Same idea as above, but applied the 3-month treasury.This one has fewer false triggers, but is not as helpful as 10Y to 3M spread in predicting a recession.

A824RC: National defense Federal Gov’t Expenditures - Line 24

U.S. Bureau of Economic Analysis, Federal Government: National Defense Consumption Expenditures and Gross Investment [FDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FDEFX, April 6, 2021.

A825RC: Nondefense Federal Gov’t Expenditures - Line 25

U.S. Bureau of Economic Analysis, Federal Government: Nondefense Consumption Expenditures and Gross Investment [FNDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FNDEFX, April 6, 2021.

Table 6.16D. Corporate Profits by Industry

Select series from Table 6.16D

A051RC: Corporate profits with inventory and capital consumption adjustment

From BEA’s documentation (https://www.bea.gov/media/5671):

“BEA’s featured measure of corporate profits — profits from current production - provides a comprehensive and consistent economic measure of the income earned by all U.S. corporations. As such, it is unaffected by changes in tax laws, and it is adjusted for nonreported and misreported income. It excludes dividend income, capital gains and losses, and other financial flows and adjustments, such as deduction for “bad debt.” Thus, the NIPA measure of profits is a particularly useful analytical measure of the health of the corporate sector. For example, in contrast to other popular measures of corporate profits, the NIPA measure did not show the large run-up in profits during the late 1990s that was primarily attributable to capital gains.

Profits after tax with IVA and CCAdj is equal to corporate profits with IVA and CCAdj less taxes on corporate income. It provides an after-tax measure of profits from current production."

Data is Line 1 of Table 6.16D

A053RC: Corporate profits without inventory and capital consumption adjustment

Profits look a bit flat over the last several years in this series.

Table 2.6. Personal Income and Its Disposition, Monthly

Billions of dollars; months are seasonally adjusted at annual rates.

A065RC Personal Income - Line 1

BEA Account Code: A065RC

Personal income is the income that persons receive in return for their provision of labor, land, and capital used in current production and the net current transfer payments that they receive from business and from government.25 Personal income is equal to national income minus corporate profits with inventory valuation and capital consumption adjustments, taxes on production and imports less subsidies, contributions for government social insurance, net interest and miscellaneous payments on assets, business current transfer payments (net), current surplus of government enterprises, and wage accruals less disbursements, plus personal income receipts on assets and personal current transfer receipts. A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Income [PI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PI, July 11, 2019.

DPCERC: Personal consumption expenditures (PCE) - Table 2.1, Line 29

BEA Account Code: DPCERC Personal consumption expenditures (PCE) is the primary measure of consumer spending on goods and services in the U.S. economy. 1 It accounts for about two-thirds of domestic final spending, and thus it is the primary engine that drives future economic growth. PCE shows how much of the income earned by households is being spent on current consumption as opposed to how much is being saved for future consumption. -https://www.bea.gov/system/files/2019-12/Chapter-5.pdf

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures [PCE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCE, June 12, 2020

DPCERG: Personal consumption expenditures Price Index (PCEPI) - Table 2.1, Line 29

BEA Account Code: DPCERG The gross domestic product price index measures changes in prices paid for goods and services produced in the United States, including those exported to other countries. Prices of imports are excluded. The gross domestic product implicit price deflator, or GDP deflator, basically measures the same things and closely mirrors the GDP price index, although the two price measures are calculated differently. The GDP deflator is used by some firms to adjust payments in contracts.

The gross domestic purchases price index is BEA’s featured measure of inflation for the U.S. economy overall. It measures changes in prices paid by consumers, businesses, and governments in the United States, including the prices of the imports they buy.

BEA’s closely followed personal consumption expenditures price index, or PCE price index, is a narrower measure. It looks at the changing prices of goods and services purchased by consumers in the United States. It’s similar to the Bureau of Labor Statistics’ consumer price index for urban consumers. The two indexes, which have their own purposes and uses, are constructed differently, resulting in different inflation rates.

The PCE price index is known for capturing inflation (or deflation) across a wide range of consumer expenses and for reflecting changes in consumer behavior. For example, if the price of beef rises, shoppers may buy less beef and more chicken. Also, BEA revises previously published PCE data to reflect updated information or new methodology, providing consistency across decades of data that’s valuable for researchers. The PCE price index is used primarily for macroeconomic analysis and forecasting. -https://www.bea.gov/resources/learning-center/what-to-know-prices-inflation

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures: Chain-type Price Index [PCEPI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCEPI, April 25, 2021.

A072RC: Personal Savings Rate - Line 35

Consumers tend to pull down their savings rates as unemployment decreases and market conditions improve. This series has tended to be unreliable due to the size of revisions during the comprehensive update carried out by the BEA. The last update on this series moved the rate from 4.2 to 6.7 percent.

(https://www.bloomberg.com/news/articles/2018-07-27/americans-have-been-saving-much-more-than-thought-new-data-show)

BEA Account Code: A072RC Personal saving as a percentage of disposable personal income (DPI), frequently referred to as “the personal saving rate,” is calculated as the ratio of personal saving to DPI. Personal saving is equal to personal income less personal outlays and personal taxes; it may generally be viewed as the portion of personal income that is used either to provide funds to capital markets or to invest in real assets such as residences.(https://www.bea.gov/national/pdf/all-chapters.pdf) A Guide to the National Income and Product Accounts of the United States (NIPA).

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Saving Rate [PSAVERT], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PSAVERT, July 9, 2019.

Take a closer look at the last decade

The relationship between personal savings and unemployment (U-3) can be better visualized with a scatter plot

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 167 rows containing non-finite values (stat_smooth).

The fit does not explain most of what is in the plot. Lets take a look at the rolling correlation.

datay1 <- "UNRATE"
ylim1 <- c(2, 12)

datay2 <- "PSAVERT"
ylim2 <- c(0, 35)

dtStart <- as.Date("1jan1985","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Personal savings to household net worth

A relationship between personal savings and household networth can be seen in a scatter plot. This was suggested by a WSJ article (https://blogs.wsj.com/dailyshot/2018/02/23/the-daily-shot-reasons-for-declining-u-s-household-savings-rate/).

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 1340 rows containing non-finite values (stat_smooth).

U.S. Census Bureau

U.S. International Trade in Goods and Services (FT900)

U.S. Bureau of Economic Analysis and U.S. Census Bureau, U.S. Imports of Goods by Customs Basis from China [IMPCH], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/IMPCH, October 5, 2019.

New Houses Sold and For Sale by Stage of Construction and Median Number of Months on Sales Market

Read an article suggesting that housing sales and sales growth could be useful. FRED only has new home data so start there.

datay <- "HSN1FNSA"
ylim <- c(0, 200)
dtStart = as.Date('1964-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA"
ylim <- c(0, 600)
p2 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA.minus.HSN1FNSA"
ylim <- c(0, 600)
p3 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

grid.arrange(p1,
             p2,
             p3,
             ncol = 1,
             top = "New Housing Sales")

New housing yoy

New Privately-Owned Housing Units Authorized in Permit-Issuing Places

As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Housing Starts: Total: New Privately Owned Housing Units Started [HOUST], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUST, June 13, 2020.

Take a look at privately owned starts

New Privately-Owned Houses Sold and For Sale

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Median Sales Price of Houses Sold for the United States [MSPUS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/MSPUS, June 13, 2020.

Finally, take a look at starts times the median price

Durable Goods

Suggested Citation: U.S. Census Bureau, Manufacturers’ New Orders: Durable Goods [UMDMNO], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/UMDMNO, April 26, 2021.

Durable goods, not seasonally adjusted, divided by GDP

Durable goods, seasonally adjusted, divided by GDP

Federal reserve board H.8: Assets and Liabilities of Commercial Banks in the United States

Page 4: Not Seasonally adjusted, billions of dollars

Commercial and industrial loans, all commercial banks - Line 10

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Commercial and Industrial Loans, All Commercial Banks [BUSLOANS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BUSLOANS, July 11, 2019.

Taking a look at the difference in SA and NSA series. Seasonal adjustments do vary, but do not seem to be related to recessions.

The raw series is just too steep for any kind of machine learnine. This needs to be converted to log scale.

That’s a little better, let’s see what the smoothed derivative looks like.

That is odd…looks like this doesn’t cross zero unless we are getting close to, or into, a recession. The year over year tells about the same story. Might be a good indication of the end of a recession.

Consumer loans, all commercial banks - Line 20

Suggested Citation: Board of Governors of the Federal Reserve System (US), Consumer Loans, All Commercial Banks [CONSUMERNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/CONSUMERNSA, July 11, 2019.

That spike in consumer loans is due to

“April 9, 2010 (Last revised September 23, 2011): As of the week ending March 31, 2010, domestically chartered banks and foreign-related institutions had consolidated onto their balance sheets the following assets and liabilities of off-balance-sheet vehicles, owing to the adoption of FASB’s Financial Accounting Statements No. 166 (FAS 166),”Accounting for Transfers of Financial Assets," and No. 167 (FAS 167), “Amendments to FASB Interpretation No. 46(R).”

This included a consumer loans, credit cards and other revolving plans change of $321.9B. That was a lot of off-balance-sheet bank assets.

Deposits, All Commercial Banks, all commercial banks - Line 34

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Deposits, All Commercial Banks [DPSACBW027SBOG], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DPSACBW027SBOG, May 14, 2020.

Federal reserve board Z.1: Financial Accounts of the United States

From the FRED website (https://fred.stlouisfed.org/release?rid=52):

"The Financial Accounts (formerly known as the Flow of Funds accounts) are a set of financial accounts used to track the sources and uses of funds by sector. They are a component of a system of macroeconomic accounts including the National Income and Product accounts (NIPA) and balance of payments accounts, all of which serve as a comprehensive set of information on the economy’s performance.(1) Some important inferences that can be drawn from the Financial accounts are the financial strength of a given sector, new economic trends, changes in the composition of wealth, and development of new financial instruments over time.(1)

Sectors are compiled into three categories: households, nonfinancial businesses, and banks. The sources of funds for a sector are its internal funds (savings from income after consumption) and external funds (loans from banks and other financial intermediaries). (1) Funds for a given sector are used for its investments in physical and financial assets. Dividing sources and uses of funds into two categories helps the staff of the Federal Reserve System pay particular attention to external sources of funds and financial uses of funds.(2) One example is whether households are borrowing more from banks—or in other words, whether household debt is rising. Another example might be whether banks are using more of their funds to provide loans to consumers. Transactions within a sector are not shown in the accounts; however, transactions between sectors are.(2) Monitoring the external flows of funds provides insights into a sector’s health and the performance of the economy as a whole.

Data for the Financial accounts are compiled from a large number of reports and publications, including regulatory reports such as those submitted by banks, tax filings, and surveys conducted by the Federal Reserve System.(2) The Financial accounts are published quarterly as a set of tables in the Federal Reserve’s Z.1 statistical release.

  1. Teplin, Albert M. “The U.S. Flow of Funds Accounts and Their Uses.” Federal Reserve Bulletin, July 2001; http://www.federalreserve.gov/pubs/bulletin/2001/0701lead.pdf.
  2. Board of Governors of the Federal Reserve System. “Guide to the Flow of Funds Accounts.” 2000, http://www.federalreserve.gov/apps/fof/."

L.102 Nonfinancial Business

FL102051003.Q: Nonfinancial corporate business; security repurchase agreements; asset

Asset level of nonfinancial business security repo agreements. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL102051003&t=

L.214 Loans

FL894123005.Q: All sectors; total loans; liability

Sum of domestic financial sectors, all sectors, total mortgages, and households/non-profits. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL894123005&t=L.107&bc=L.107:FL793068005&suf=Q

FL793068005.Q: Domestic financial sectors; depository institution loans n.e.c.; asset

Sum of Monetary authority; depository institution loans n.e.c.; asset and Private depository institutions; depository institution loans n.e.c.; asset. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL793068005&t=L.214&suf=Q

FL893169005.Q: All sectors; other loans and advances; liability

Sum of finance, government, and chartered institutions asset levels. https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893169005&t=L.214&suf=Q

FL893065105.Q: All sectors; home mortgages; asset

https://www.federalreserve.gov/apps/fof/DisplayTable.aspx?t=L.214

FL893065405.Q: All sectors; multifamily residential mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065405&t=L.214&suf=Q

FL893065505.Q: All sectors; commercial mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065505&t=L.214&suf=Q

FL153166000.Q: Households and nonprofit organizations; consumer credit; liability

federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL153166000&t=L.214&suf=Q

B.101 Balance Sheet of Households and Nonprofit Organizations

FL152000005.Q: Households and nonprofit organizations; total assets, Level

string.source ID: FL152000005.Q.

FL152090006.Q: Household Net Worth as Percentage of Disposable Personal Income

string.source ID: FL152090006.Q. Household networth tends to fall as a recession start.

Productivity Yield Curve

GDP versus productivity

Manufacturing output and employees

Not sure if these relates to a recession, but fascinating to see how output and employees change with time.

datay <- "OUTMS"
ylim <- c(60, 120)
dtStart = as.Date('1987-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "MANEMP"
ylim <- c(10000, 20000)
dtStart = as.Date('1948-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "PRS30006163"
ylim <- c(40, 120)
dtStart = as.Date('1986-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Shipping volumes might be helpful in determining state of the economy.

datay <- "FRGSHPUSM649NCIS"
ylim <- c(0.8, 1.4)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "FRGSHPUSM649NCIS_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Freight, loosely, moves inversely to the trade deficit.

datay <- "BOPGTB_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

World bank air transportation. Only updated annually so less usefull, but interesting reference to above.

# datay <- "WWDIWLDISAIRGOODMTK1"
# ylim <- c(0, 250000)
# dtStart = as.Date('1999-01-01')
# plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Gross private domestic investment

Spending most certainly tips down prior to a recession. The gross private domestic investment data series, plotted in log format below, show how private investment pulls back prior to recessions.

The change in direction is a little easier to see if the derivative is plotted, first YoY then the smoothed derivative

Velocity

Productivity

Frequency: Quarterly The Productivity and Costs release on August 7, 2003, will reflect the June 2003 benchmark revision to payroll employment. Since employment is now reported on a North American Industry Classification System (NAICS) basis, all of the historical data will be revised. Changes as a consequence of the move to NAICS should not be significant since this release carries data at high levels of aggregation.

Suggested Citation: U.S. Bureau of Labor Statistics, Nonfarm Business Sector: Labor Productivity (Output per Hour) for All Employed Persons [OPHNFB], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/OPHNFB, December 24, 2022.

Date range to match census data

PMI

Industrial Production

This is a look at manufacturing industrial production. The yoY change should be a leading indicator of unemployment.

Housing

Take a look at housing starts. These can drop as rates rise.

Frequency: Monthly

As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, New Privately-Owned Housing Units Started: Total Units [HOUST], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUST, December 24, 2022.

Housing starts, NSA

HOUST reports at annual rate, but HOUSTNSA just reports the monthly numbers. I scale up the NSA to the annual rate.

Units: Thousands of Units, Not Seasonally Adjusted

Frequency: Monthly

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, New Privately-Owned Housing Units Started: Total Units [HOUSTNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUSTNSA, December 24, 2022.

Case-schiller price index

Population data

Many of the economic series can be better understood if normalized by population. Basic population and worker data from FRED.

Population to GDP

Look at GDP divided by CPI per person. It flattens and even dips a little prior to a recession. Might be worth looking at the derivative of this series.

That is worth a closer look

datay1 <- "GDPBYCPIAUCSLBYPOPTHM_SmoothDer"
ylim1 <- c(-5, 5)

datay2 <- "RecInit_Smooth"
ylim2 <- c(0, 1)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Correlation Study

Detailed correlations are explored above. Before concluding, let’s take a look at some overall correlation values to see if anything pops out.

Commodities

As mentioned above, copper, year over year, has some correlation with the recession initiation. It could be useful.

GDP Series

GDP, normalized first by CPI and then by population, looks like it migh correlate inversely with the recession indicators

Financials

Let’s see where we are so far. The correlation plot confirms some of the speculation above. The S&P 500 (GSPC.Open) is well correlated with industrial production (INDPRO), business loans (BUSLOANS), total loans (TOTLNNSA) , and nonfinancial corporate business debt (NCBDBIQ027S).

In this case, I want and indicator that rises prior to a recession. It looks like the unemployment rate (UNRATE), real personal income (W875RX1), and the yield curve (DGS10TO1) are all inversely correlated with the recession initiation indicator.

I thought the modified recession initiation would be a harder match, but there are quite a few correlated variables. Lets take a look at some of those in more detail

Complete list of symbols

Since it is tedious to do this one at a time, all the symbols were entered into a data frame, loaded, and aggregated together in a single xts object.

This is the complete list of symbol names and sources used in the project.